1st Raven
As you head to the Veithurgard region, make your way towards the Thor statue on the island in the center of the region. The raven will be flying around the head of the Thor statue. The favor Hammer Fall will also bring you to this location as one of the objectives.
2nd Raven
After docking the boat on the island next to a dock, head straight up the stairs leading to where the dragon is (or was) trapped. Throw the axe at the wood in the side of the mountain right under the dragon. The reave will be inside perched on a beam.
3rd Raven
Head to the dwarven castle and stop when you get to the front door. The raven is hidden to the left of the door behind a rock next to the mechanism used to solve the door puzzle.