A: Combat King 001 - First floor of the D-District Prison
Combat King 002 - Obtained this magazine, by defeating Fujin and Raijin at Balamb Hotel
Combat King 003 - Solve "Zeel's Love Quest"
Combat King 004 - Obtained from the lone Esthar Soldier (somewhere near the
Ragnarok Airstation)
Combat King 005 - You will find on the path leading left from Elevator 03's basement (this
can only be done if you choose to trigger the red detonator during
Laguna's 2nd dream sequence in Disc 1.)

FQ.