Air Scroll (Air Temple in Chapter 6):
When you leave the temple and go west and north you will play 'The 4 Nations Force' game with Gyatso. If you lose the game or quit, you will be rewarded with the Air Scroll.
Earth Scroll (Air Temple in Chapter 6):
Go south to find the Earthbender who will give you a challenge. If you win this challenge you will get the Earth Scroll.
Water Scroll (4-Paws Island in Chapter 5)
Head through the middle of the island to seek out a monster. When you defeat the monster follow it when it tries to hide and it will lead you to a yellow chest which will have the Water Scroll.
Added by: Sanzano May 17th 2012, ID#16947