I have not been to many as I find them fairly underwhelming in contrast to Centurion lounges but have been to (for those I remember):
SAN
SFO
LAX
EWR
ORD
MCO
LHR
DEN
IAH
MCO
HNL
SYD (RCC)*
* I am surprised no one mentioned the SYD lounge. Obviously a number of years ago now (as I now use SQ or NZ lounges in SYD) but it was my first exposure to a UA club. I was used to the Ansett and QANTAS lounges in SYD and MEL for domestic flights but the SYD RCC was always quite exciting for me.