Steel Pipes are won or Mugged from Wendigos, which you'll find frolicking around in the Galbadia region. There's one area near Deling City that's squared off by the road and traintracks where they have a fairly high encounter rate.

Malboro Tentacles have to be won or Mugged from Malboros, which are mostly found on the Islands Closest to Heaven & Hell. You can run into them on the Esthar continent every now and then, but the Islands are your best bet. You can also Card Mod them from Malboro cards at 4:1, but it's probably not worth the hassle.