Dagger Wound Island:
1) There is a random artifact in the chest at the top of the Uplifted Library.

Ravenshore:
2) There is a random artifact in a treasure chest disguised as a tree. (Follow the road out of town NW. The tree is just SW of the bridge that goes north across the river.)

Alvar:
3) There is a random artifact in a chest hidden in the back of the ogre fortress. (Climb up onto the plateau above the fort, and jump down between the wall and the fort itself. I've only used the jump spell, but it may be possible to make a running leap and make it.)

Ironsand:
4) There is a random artifact in a treasure chest disguised as a in the midst of the cyclops horde on the shore of the fire lake.

5-6) There are two random artifacts in a chest in the tunnel that goes under the lake of fire.

Garrotte Gorge:
7-9) There are three random artifacts on the floor in the treasure room in the dragon lair. (Just go straight forward from the entrance and don't mind the dragons that will try to eat you.)

Ravage Roaming:
10) Terminus is located in one of six chests guarded by a herd of gorgons in the SW.

11) There is a random artifact in a crate in the courtyard of Zog's fortress.

My understanding is that there's a bug where sometimes there isn't enough room in the chest, and since the artifact is added last, it just fails to appear. However, it's taken off the list of artifacts you can find in the future, so it's lost to you forever unless you reload. If you don't find an artifact in one of the above locations, it's because of that bug (or because they've all been generated.)