Undead Parish:
In the hall of the Parish, you will find a Berenike Knight guarding a Firekeeper Soul that lies on a corpse.
New Londo Ruins:
This is an easy one to get, and can be attained early on in the game, where you will be able to grab it past the wooden walkway as you enter and in a building to the right along a small walkway guarded by ghosts- remember to bring your Transient Curses for this one.
Blighttown:
From the second bonfire, head up the elevator and up a ladder, then, cross the narrow wooden bridge and you'll see a ladder heading down. There, you will want to head down, attacking the two Fire Dogs, and the Fire Keeper Soul is inside a cell on a corpse.
Quelaag's Domain:
Dropped after killing The Fair Lady (Queelaag's Sister).
Anor Londo:
If you follow Lautrec's storyline, you will be able to get it after invading and killing him in Anor Londo.
Anor Londo:
Dropped after killing Lady of the Darkling.
Duke's Archives:
Ensure you have the Archive Tower Giant Cell Key, in the room where Logan was, you will find a Soul on a corpse.