Midway up mountains between where obsidian starts and the top. Also fairly common in large open valleys up high, nearish the little corewood huts w their resident golems. After a while you begin to see a similarity in the topography where they are, and yes, sometimes several near one another. Most I ever had were three intertwined with one another. Wish I had taken a screenshot as it was pretty cool.
You can just pound the ground with a sledge and when it registers "too hard" you are also near or on top of a vein. One way to know you are near a burial rather than a vein are little upright stones, usually 3 where you are digging. I wish they gave off a different sound than a vein.