Raekor's - A5 Overgrown Ruins: Walk to the right of the Survivor's Enclave and go out. To the right of the entry the dungeon will open.
Might of the Earth - A2 City of Caldeum: Take the WP and fight through the enemies towards Belial. Immortal King's Call - A3 Ruins of Sescheron: Walk northwest and just inside the ruins take a right turn. If you wish to find these on your own then wear the 6-piece bonus and go to Leoric's Library in the new zone in A1 of Leoric's Manor. I decided to put together a video that should make it fairly easy to locate each and every one for every class. So one question that I'm already asked a lot is 'Where are the set dungeons?' Mostly just a specific one every time.