Sorry, but I thought I was time to allow for everyone to look at the riddle and see the hints along with the close guesses. (Yes, I know BG already posted the riddle again.)

Riddle:
We are octuplets
But never all together
But look around
To find most of us

Hints (with by BG or answering a question):
They're connected to specific locations.
The answers are inanimate and found in groups, but never all eight together.
It has nothing to do with Midgar.
It has nothing to do with weapons of any kind.

Close Answers:
Quote Originally Posted by |-THE redmage-|
The only thing that came to mind for me were the pieces of the Midgar model on the 65th (I think) floor of the Shinra HQ
Quote Originally Posted by Melissaur
Is it the items you get trying to get into Don's mansion?
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For some reason I think you can physically pick up the answer, so I don't think it's the tunnels at Gold Saucer. The close guesses are things that can be picked up, if I'm not mistaken.

The hints tell me that the answer may not in one location, but it might be in several. It's connected to different locations, for some reason I don't think this allows for the Gold Saucer tunnels. But, looking at the close guesses, I believe that the answer is found in one town but in different areas.

I'm quoting myself (with additions)....
Quote Originally Posted by Shinwa Tsuki
Here is what I think the riddle could mean.... Not a true answer, but I'm just stating my thoughts.

We are octuplets
Could this mean that there are 8 parts of this? This could also refer to 2 sets of 4. Or 4 sets of 2.

But never all together
But these 8 parts never appear together.

But look around
To find most of us
So, if the player looks around then the player will find most of them. Or you need to go from one area to a different area to find them all.
BG, can you answer these:
Is the answer usable by the menu?
Are most of the answer found in one location or several?
Can the answer be split in 2 items in 4 group sets or 4 items in 2 group sets?
Is the answer part of the main story?
Do you need to explore to find the answers, that is go from one area to the next?