There are 10 statues, 1 from Murgo, 4 in the Snowglobe and 5 in the Celestial Keep.
Get from Murgo himself when you get the first quest.
Find in the Snowglobe well, the first half before reaching the yellow shadows
On the beach near the explorer statue, after passing through the yellow gate.
Take the path to the graveyard at the other end of the beach. Take the dive spot under the stone bridge to warp to another section of Snowglobe, it will be just down the path from where you emerge.
After entering the shadow court, go down to the bottom of the 2nd stairs. Break the wall to your right, it is inside the chamber.
The chamber you arrive in, to the left of the big skull.
On the path to the swamp there are some brambles in an arch to the right. Go through to the gate and you will find the statue.
Follow the path to the swampy area and go left. Cut through some brambles in an arch and the statue is behind it.
This one is fairly easy to miss. It is near the entrance to the cave, sitting atop some of the wooden structures you first pass through. Follow the ramp up to the chest containing the costume, then hop off the last ramp onto a ledge. Follow that ledge to the wooden gates you broke through and it is sitting on top.
In the Mysterious Cave, across the poisoned river, blow up the crates to get to the gap in the fence.