Hints for all places: Area of the race track, area around canyon/big bridge, around the oasis at the last boss.
I found the canyon one before this reply, and the oasis one is the one i found first, i wonder where that race track one is...guess i'll have to found out.
Okay, well, there is no reason for me to not say it :p
If you drive on the race track (without starting a race), simply drive to the north. In the middle of that long northern road you can drive up the hill southwards. Then you will find an opening on top of the hill to drive in where you will find it.
wait, that crashsite?
Yup! I'm uploading some screenshots in case people are looking for the answer in the future:
Racetrack, cave entry to the left of the crashed ship:
Canyon, drop down on the right from the top to get to the cave on the platform:
Right side of the last boss, behind the oasis in the corner the cave entry: