Monster Town. Go to the doorway under the locked windmill door. Inside drop down and go too the right to find achest containing the heart.
In the Desert climb over the Pyrimid and Enter the Sphynx. Inside will be a chest with your heart.
After defeating the Zombie dragon you are put outside the Dark tower. Drop down to the left of the platform into the water bellow and enter the door. In the chest here is your heart piece.
When you reach the sunken ship dont go inside. Instead continue right and go down the pipe. At the end of the path is a room with the heart chest.
With Lionman break the 4 blocks in Monster Town and drop down. In this are will be 4 more blocks. break them and drop down once more. To the right is the heart chest.
As Hawkman fly to the beach (Do not take the sewer). Its to the Right of Monster town and down the hole right before the ruined castle. Once atthe beach go left into the sewer, there will be a patch above the water where you can fly up. Do so for your heart.
The Vampires castle. When you reach the mouseman stage you will find a place where you have to drop down, at the bottom is a door, enter it for your final heart.