Sting Location
The Sting can be found in the troll treasure cave at the end of the third level.
100% success rate. 

Throwing Rocks Location
The Throwing Rocks can be found in a grove of apple trees on a hill in the first level.

Walking Stick Location
The Walking Stick can be found in a chest in Bag End in the first level.

Overhill and Underhill Scroll Location
The Overhill and Underhill scroll can be found in front of the firewood hanging on the cliff.

Troll Hole Scroll Location
The Troll Hole scroll can be found down the path after the FMV sequence.

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