The coordinate system I use is as such: the southwest corner is (1,1), first number is east/west, second number is north/south. Also note, heart containers found after beating dungeon bosses are not listed.
The Legend of Zelda
First Quest
1: (12,1), use bombs to reveal the cave
2: (13,5), use bombs to reveal the cave
3: (8,3), use the candle to reveal the cave
4: (16,5), use the raft to cross over
5: (16,3), use the stepladder to cross over
Second Quest
1: (1,5), use the bracelet to push a tombstone
2: (11,5), use the whistle to reveal the cave
3: (7,1), use the whistle to reveal the cave
4: (16,5), use the raft to cross over
5: (16,3), use the stepladder to cross over
The Adventure of Link
1: Grove south of first palace
2: Cave east of second palace, use the hammer to enter
3: In the water near the fifth palace, use the boots to find it
4: On the shore to the east of the sixth palace
A Link to the past
Extra full heart: treasure chest in Sanctuary
1: Town well, drop in from above (you'll need bombs)
2: Blind's Hideout (you'll need bombs)
3: Race south of the town
4: Thieve's Hideout in the Lost woods, cut down the bushes for secret entrance
5: Water Tower, drain the pond to find a piece of heart
6: Desert Sanctuary (cave on the east side of the desert)
7: Desert Cliff, get to it through a door in the second palace
8: Hill west of Sanctuary, smash the boulders using the boots
9: Center Island in Zola's Waterfall (you'll need the flippers)
10: Cave under Spectacle Rock
11: On top of Spectacle Rock
12: East Side of the Dark World Pyramid
13: Strange Tree near the Lumberjacks' House
14: Island in Lake Hylia, use the mirror from the dark world
15: The Digging Game (It's random when & where you will find the piece)
16: Near the Haunted Grove, using the mirror trick
17: Cave by the graveyard, using the mirror trick
18: Cave in the swamp
19: Northeast corner of desert, use the mirror trick
20: 'A piece of heart to the person who wears the cape,' in dark world
21: Treasure chest game in Village of Thieves (also random)
22: Dark world, east of village, pound all the stakes and a cave will appear
23: Floating hill in mountains, through caves in the dark world, mirror trick.
24: Level 7, use mirror trick on the outside ledge
Link's Awakening
1: (1,6), Town Well, drop in from above
2: (2,8), Fishing Game, catch the big fish on the right
3: (1,11), In the cave, using the bracelet
4: (5,12), Use the feather
5: (7,8), In the cave (You'll need bombs and the boots)
6: (15,4), Fall down the quicksand and bomb the north wall
7: (14,15), Search beneath the water in the cave
8: (9,10), Search the moat (it might be at (9,11), I forget)
9: (7,9) or (6,9), In the cave under the tombstone, using the hookshot
10: (14,4), In the cave, using the hookshot
11: (8,16), In the cave, bomb the south wall
12: (1,16), Come out of a door in level 8 to find this
Ocarina of Time
1: Lost Woods, find the two forest kids and play their ocarina game
2: Lon Lon Ranch, move the boxes and crawl through
3: Back Alley of Hyrule Castle, bring the dog home
4: Lost Woods, play Saria's song for the single forest kid
5: Graveyard, in a cave under one of the graves, play the Sun Song
6: Graveyard, get Dampé to dig
7: Goron City, light the torches, throw a bomb into the jar (1 in 3 chance)
8: Roof of Dodongo's Cavern (on outside)
9: Climb down wall in Death Mountain crater
10: Enter the cracked side door to the house in Kakariko Village
11: Bombchu Bowling (one of the random prizes)
12: Gerudo Valley, hidden in the waterfall
13: Fishing game as young link, catch a ten pound fish.
14: Bomb within the fences by the entrance to Lake Hylia (a rumble pack helps)
16: Play all 6 top-row ocarina songs for the frogs in Zora's river
17: Play the same frogs' bug-catching game
18: A ledge near the entrance to Zora's Domain (use a chicken)
19: Light all the torches in Zora's Domain
20: Finish Dampé's Race, walk out the door
21: Hookshot up to the guy on the roof in Kakariko Village and talk to him
22: Gerudo Valley, ledge to the south of the bridge, on the west cliffs.
23: Zora's River, on ledge near the frog game
24: Use a magic bean to reach a ledge in the graveyard
25: Use a magic bean in the Death Mountain Crater
26: Zora's Fountain, frozen over, on one of the floating icebergs
27: Bottom of Zora's lake
28: Use Blue Fire to find a piece in the Ice Cavern
29: Bomb a lone tree to the west of Hyrule Castle
30: Treasure Chest game in Hyrule Market (use the Lens of Truth)
31: Dive to the bottom of the Lakeside Lab (not with Iron Boots)
32: Roof of Gerudo Fortress
33: Horseback Archery Game in Gerudo Fortress
34: Plant a magic bean near the Desert Colossus
35: Defeat 50 Gold Skulltula
36: Finish Dampé's race in under a minute
Majora's Mask
I'm working on it. As of this writing, I have 51 of the 52 pieces.