The only one that is lying around is on Route 127; you need to go south from Mossdeep, and when possible, go right, where there should be some Fishermen on an island(s). Somewhere around there should be a long strip of water; Dive down, and it should be somewhere in there.
If you've got that one, you can use Covet or Thief (personal favourite: Covet, as Zigzagoon and Linoone learn it; Ziggy in the 20's, I believe) on wild Corsola; they have a small chance of holding the item known as Red Shard. I did this, and after about half an hour, I had about 8 Shards.
Do bare in mind, however, that you will need to make sure Zigzagoon/Linoone are not holding an item, after every battle where you kill the opposing Pokemon; since it has Pickup, it can be a little tricky, when stealing for defeated foes.