Where are the other 3 crystals?

Obviously Lucis has one, but I notice that Niflheim is usually noted on sites as something on the lines of "trying to get all four crystals at any cost". But other descriptions suggest that all the other crystal are just gone (like destroyed of something), so then how/why is Niflheim trying to get them?

Am I missing something? Have they ever zei where the other ones are at?