Non-repeatable - Slowpoke Well (HGSS; B2F; requires Surf and Strength)
Repeatable - Pickup (1% chance at Levels 11-30) - Held by wild Poliwhirl (5%) - Held by wild Slowbro (HGSS; 5%) - Pokeathlon Dome (HGSS; 3000 points on Sundays, Mondays, and Thursdays)
King's Rock (Bulbapedia)
In Diamond you can find them being held by poliwhirls after you have the national dex. In Heart gold you can find them in the slowpoke well.
In Heartgold, once you have surf, go to Slowpoke Well. In the cave with the Slowpoke, theres a ladder which can only be reached by Surf. In the cave is a TM (Rain Dance I think) and a Scientist. he gives you a Kings Rock.
