Five cities have Shelob memories.
Minas Ithril has three, but during Act Two, it becomes Minas Mogul. You can finish getting them during this act.
The other four cities are Seregost, Cirith Ungol, Gorgoroth and Nurnen.
In the process you'll get the achievement for purifying the towers, as it's easier to do this by using them to scan for the memories.
The final memory unlocks after completing the set and becomes the fourth memory inside Cirinth Ungol.