Odin is found in the Centra Ruins. Solve the puzzle there and he'll wait for you to kill him. Try to get 300 Triples if you haven't already when you fight him. You can find the Centra Ruins in the Centra continent (mess of islands and stuff in the southern part of the world map). It's shaped like a crystal and stands out.

Bahamut is living inside a test tube in the Deep Sea Research Center. You need the Ragnarok to get there, go to the very southwest corner of the world map. Be prepared to fight some Ruby Dragons before Bahamut.