Gold Chest

Gold Chests are rare loot chests hidden across the explorable worlds in Destiny. Rarer than ordinary loot chests, they are hidden much more cleverly, and store better items than regular chests. Each area in the game boasts only a small number of them, upon acquiring all gold chests in an area, a special reward is unlocked.

Old Russia

 * The Divide, obtained during the tutorial. First chest encountered.
 * Devil's Lair, underneath the stairs on the right side of the boss room (facing the direction the room was entered from)

Ocean of Storms

 * Hellmouth, nestled into a small crag. Not really near any landmarks of note.
 * World's Grave, on the right side of the last room facing the entrance.

Ishtar Sink

 * Winter's Lair, during the mission Scourge of Winter, after defeating the Kell Guard but before the tunnel to the next area, on the top level across a gap you have to jump across. If your Ghost mentions a Ketch, you've gone too far.