Generally their end fates are unknown, but what I can think that we know is, the one that Denethor had would only show two burning hands when anyone looked into it after his passing, the one in Barad-Dur presumably was destroyed the same time as the ring, one went west with the ring-bearers, But that is all I can think of off the top of my head :)
There were 8 mentioned stones (probably more existed) 1 in Tol Eresea 3 in Arnor of wich 1 was in Amon Sul, 1 in tower hills and 1 in annuminas, then 4 in Gondor, 1 in isengard, 1 in minas tirith 1 in osgiliath and the last 1 in minas morgul.
As james mentioned the one from tower hills is the one carried west, the one from morgul Sauron had and posibly broke Then the other two of the north got lost (i believe the one from Amon Sul was destroyed) the one of osgiliath lost during the kinstrife the one on minas tirith only looks at denethor death.
Two of the palantiri of the North were lost in the Ice Bay of Forochel when King Arvedui perished. The palantir of the Tower Hills was returned to Valinor on the ship with the Ringbearers. The Seeing-stone of Osgiliath was lost during the Kin-strife and its fate is unknown. Aragorn continued to use the Seeing-stone of Orthanc throughout the Fourth Age. And, of course, the Stone used by Denethor could not be used again by anyone unless they had a very strong will.