Here is a list of some sites known:
St. Peter - St. Peter’s Basilica, Rome, Italy
St. John the Evangelist - St. John’s Basilica, Ephesus, Turkey
St. James the Greater - Santiago de Compostela, Spain
St. Mark - St. Mark’s Cathedreal, Venice, Italy
St. Paul - Basilica of St. Paul Outside the Walls, Rome, Italy
St. Thomas - India tribuneindia.com/2002/20021222/spectrum/main2.htm
Partial relics of St. Matthew were held in a church in Scotland, but were lost in the churche’s destruction.