Locations

 Here is a list of places where you can find the rocks in the games.

Gigalith

Mainline games

BW : not in the wild, evolve Boldore

BW 2 : trade an Emolga for it on Route 7 or evolve Boldore

XY :  not in the wild, evolve Boldore

ORAS : not in the wild, evolve Boldore

SM / USUL : not in the wild, evolve Boldore

SwSh : 

-Dusty Bowl as a wanderer

- Rolling Fields, Giant's Seat, Stony Wilderness, Dusty Bowl, Fields of Honor (DLC) in Max Raid Battles

Side games

Rumble Blast : World Axle - Cave

Rumble U : Entranceway : The Hidden Basement (as a boss), Toy Collection : The Sword for Justice

Rumble World : Legend Terrain : Mineral Crust Hollow (as a boss)

Rumble Rush : Pinsir Sea, Castform Sea, Entei Sea

Gates of Infinity : Moonlit Forest (Uncharted Road), Rusty Mountain (Uncharted Road)

Super Mystery Dungeon : Noe Town - Deliver Munna's letter to it

Pokepark 2 : Tech Area - Train Depot (defeat it in battle)

Conquest : not in the wild, evolve Boldore (with a link of 60% or higher, after knocking out a Warrior's Pokémon in a manner that allows recruitment)

Battle Trozei : Sacred Plains - Stage 1

Shuffle : Event - Pokemon Safari

Boldore

Mainline games

BW : Chargestone Cave, Mistralton Cave, Twist Mountain, Challenger's Cave, Victory Road, Giant Chasm

BW 2 : Relic Passage, Wellspring Cave, Chargestone Cave, Mistralton Cave, Clay Tunnel, Twist Mountain, Reversal Mountain, Seaside Cave, Victory Road, Underground Ruins. You can also get N's Boldore in Chargestone Cave

Dream World : Icy cave

XY :  Friend Safari (Rock Type)

ORAS : Mirage Caves by Rock Smash (west of Route 115, north of Fortree City, north of Route 124, southeast of Route 129)

SM / USUL : Vast Poni Canyon

SwSh :

- Route 8, Stony Wilderness, Giant's Mirror, Giant's Cap, Lake of Outrage (In the wild)

 -Rolling Fields, Giant's Seat, Stony Wilderness, Dusty Bowl, Fields of Honor (DLC) (Max Raid  Battle

-Max Lair (DLC) (Max Adventures)

Side games

Rumble Blast : World Axle - Cave, Volcanic Slope (Lava)

Rumble U : Entranceway : The Hidden Basement (as a boss), Toy Collection : The Sword for Justice

Rumble World : Silver Isles: Bewildering Cave (All Areas), Legend Terrain: Mineral Crust Hollow (All Areas)

Rumble Rush : Pinsir Sea, Castform Sea, Entei Sea

Gates of Infinity : Glacier Palace - Eastern Spire (1F-12F), Glacier Palace - Western Spire (1F-12F), Moonlit Forest (Uncharted Road), Rusty Mountain (Uncharted Road)

Super Mystery Dungeon : Travelling Pokemon

Pokepark 2 : Crag Area - Rockridge Frort (soak it with Water Gun then defeat it in battle)

Conquest : Cragspur

Batttle Trozei : Sacred Plains - Stage 1

Shuffle : Event - Pokemon Safari

Roggenrola

Mainline games

BW : Wellspring Cave

BW 2 : Relic Passage

XY : Reflection Cave

ORAS : Fiery Path (hidden)

SM / USUL : Ten Carat Hill

SwSh : 

-Galar Mine, Motostoke Outskirts, Stony Wilderness, Rolling Fields, Challenge Road (DLC) (in the wild)

-Rolling Fields, Giant's Seat, Stony Wilderness, Dusty Bowl, Fields of Honor (DLC) (Max Raid Battle)

Side games

Rumble Blast :Volcanic Slope (Lava)

Rumble U : Entranceway : The Hidden Basement (as a boss)

Rumble World : Silver Isles: Bewildering Cave (All Areas), Legend Terrain: Mineral Crust Hollow (All Areas)

Rumble Rush : Pinsir Sea, Castform Sea, Entei Sea

Gates of Infinity : Holehills (1F-12F), Scorching Desert (1F-10F), Windy Shoreline (1F-11F), Canyon Foot (1F-9F), Moonlit Forest (Uncharted Road), Rusty Mountain (Uncharted Road), Skill Treasury (1F-15F)

Super Mystery Dungeon : Travelling Pokemon

Pokepark 2 : Tech Area - Train Depot (defeat it in battle)

Conquest : Cragspur, Yaksha

Batttle Trozei : Sacred Plains - Stage 1

Shuffle : Event - Pokemon Safari

Sources :

- Bulbapedia

- Serebii (for Super Mystery Dungeon locations)