on Pokemon diamond and pearl you will need the explore kit to go underground then after mining the walls for loot there is a chance you may find a heart scale also fosils and evoloution stones
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Heart Scales can sometimes be found on Luvdisc when they are caught.
U can only get heart scales in the pokeballs in the wild. Or you can made a Pokemon hold a heart scale at trade from a different game.
In Pokemon Emerald Heart Scales can be found in various locations. However the main source of Heart Scales is Luvdisc which very commonly holds them.
underground
There are unlimited Heart Scales in Ruby because Luvdisc sometimes carry them around.