Wild Chanseys hold them. They are VERY rare, so you have to be patient, and wild chanseys have a 5% chance to hold them too, so sit tight and be patient. A good tip is to have a fainted Pokemon with compound eyes in front of the party and the second Pokemon is the one with frisk. You should find the lucky egg a bit easier.
Hope this helps!
EDIT: Info on Compound Eyes and Info on Frisk. You might find the useful. ^_^