SeaWorld San Antonio's Shamu Theater
A Different Angle of Shamu Theater
SeaWorld San Diego's Shamu Stadium
A Different Angle of Shamu Stadium
SeaWorld Orlando's Shamu Stadium
A Different Angle of Shamu Stadium
Miami Seaquarium
Marineland Canada
Marineland (Antibes)
Loro Parque
Mundo Marino
Others
Kamogawa Sea World, Japan: website and satellite
According to the "Captive killer whales" wikipedia page, another location in Japan (here's the satellite view) and Russia (no satellite available) may also house orcas.