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.
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 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.
