You'll receive a Pharros' Lockstone by choosing the Explorer as your starting class.
Majula (1 of 2)
This is found when descending the well in the middle of town. It's on the corpse atop the second plank.
Majula (2 of 2)
This requires a few steps. To start, travel to the Cardinal Tower bonfire in Forest of Fallen Giants. Climb down the ladder, take out the enemies by the bridge, then turn left. This path takes you outside. Go up the gnarled tree, leap to the rooftop, and face the opposite corner from where you entered. See that cave entrance? Now leap from the rooftop to the scaffolding ahead, and head into the cave.
Inside, stop under the first horizontal beam to let a boulder roll by. Now head up the slope where the boulder came from to meet Cale. Speak to him a few times, and he'll give you the House Key.
With the House Key in your possession, you can open the big house near the well in Majula. Head inside, then head into the study, where you'll find a corpse holding the lockstone.
Forest of Fallen Giants
You can purchase a first Pharros' Lockstone from the merchant by the Cardinal Tower bonfire.
When you take the elevator down to the water level, make a beeline for the gate. Enter the final alcove on the left to pick this off a corpse.
From the Bridge Approach bonfire, leave the alcove, climb up the ladder, and take out the bandit. From his perch, you can leap to a broken pillar below. The corpse there holds this.
From the Central Earthen Peak bonfire, head up the stairs and into the hall. Step out onto the windmill balcony and move left to meet Laddersmith Gilligan. Pay him 2000 souls to craft a ladder for you, then slide down to find this lockstone atop a corpse on the ledge below.
Found after crossing the bridge into the keep proper. Make a right in the first room (with the flaming bull face), then take the stairs on the left. Up here is an alcove, where a dangling corpse holds this lockstone.
Shaded Woods (1 of 3)
When you reach Shaded Woods, you'll quickly come to a circular area with a trio of grotesque enemies. Take them out, then head up and left onto the upper edge of the circle. Take out the other enemy here and pick the corpse for a lockstone.