Golden Chest #1: During the mission Restoration, this chest is nearly impossible to miss. Follow the mission markers up a short flight of stairs to find your first chest.
Golden Chest #2: During The Dark Within, fight through till you encounter the Wizard. In the Wizard room in the back left is the second chest.
Golden Chest #3: During The Warmind, follow the markets till you see a large waterfall, around the next corner is a smaller trickling waterfall in front of a small cave, containing the third golden chest.
Golden Chest #4: During The Warmind, after the large waterfall mentioned previously, follow the river all the way down to the water. Follow the shore to the left for the fourth golden chest.
Golden Chest #5: During The Devil's Lair, at the final boss fight against Sepiks Prime, the golden chest is directly underneath the final boss.