Aragorn took this one back to Minas Tirith.

: One Palantir was in the tower at Minas Tirith, the one that
: Denethor used.
: One Palantir was in Minas Ithil(Minas Morgul) which Sauron took
: as his own.

Presumably this was moved to Barad-dur and lost when the fortress crumbled. It may, perhaps, have been moved to Dol Guldur previously for Sauron to make use of it there.

: One palantir was at Osgiliath, it was lost in the burning and
: destruction of Osgiliath I think.

Yes. This was the largest of the Palantiri. Five men could stand around it, I think with their arms outstretched end-to-end. It supposedly rolled down Anduin to the Sea.

: One palantir was at Amun Sul but was lost after the last king
: of Arnor took it with him and perished at Fornost(I think, you
: may want to check)

That would be "Amon Sul". :)

The Palantir was actually moved to Fornost Erain centuries earlier when Angmar attacked the Weather Hills. There had also once been a Palantir at Annuminas, which presumably was moved to Fornost when the Kings of Arnor/Arthedain abandoned the ancient city. These two stones were taken north by Arvedui and placed aboard the Elven ship Cirdan sent for his rescue. They were lost when the ship foundered.

: I think the other two were in the north too but I don't have
: time to check right now.

The last stone was kept at Emyn Beraid, the Tower Hills west of the Shire. Cirdan put that stone aboard Elrond's ship.

: I'm pretty sure only 3 palantir were left at the end of the
: third age, the one that Denethor used was cursed and few could
: see other than an old man's hands, Saruman's palantir was in
: Gandalf's posession and I don't know what he did with it, and
: Sauron's palantir could be anyone's guess.

There were only two Palantiri left after Elrond departed, of which only one could really be used, though Tolkien says somewhere that a strong mind could force Denethor's stone to show something other than the burning hands.

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Parma Endorion: Essays on Middle-earth, Revised Edition