Combat King 4 is from an Esthar soldier on one of the high bridges in Esthar. During the point where you control Zell and Edea in Esthar, you have to find the lone Esthar soldier and he will say that he is done with the magazine and give it to you.

Occult Fan 1 is in the Balamb Garden library, in the bookcase right outside the area with the hidden Esuna draw point. Sometimes there will be someone in front of it, but it isn't hard to get.

Occult Fan 2 is in the Dollet pub manager's secret room. Beat him once at cards to gain access to it. Then search the piles of magazines. It may take a while to find, since the contents aren't always the same.

Occult Fan 4 is received by speaking to the Presidential Aide near the skyport before leaving for Lunar Gate, then returning to the Presidential Palace afterwards. The Presidential Aide will be complaining about the magazines and will leave Occult Fan 4 right outside the room where you turned Rinoa over to Odin.