Final Fantasy VIII
Combat King Locations

Combat King 001
1st floor of the D-District Prison.
Combat King 002
Defeat Fujin and Raijin in Balamb without mugging.
Combat King 003
From the girl who has a crush on Zell, in the Balamb Hotel.
Combat King 004
2nd visit to Esthar, from Esthar soldier.
Combat King 005
Lunatic Pandora as Squall.

If for any reason, you miss one of the Combat King magazines, you can buy them from the book shop in Esthar using Tonberry's Familiar ability.