Luck & time I guess you just have to look around for them. I found them on 3 of 5 worlds, tamed them on all of them & always have leather. If you see one, try not to lose track of it, and gather as much wood as you can, without startling it.

Then quickly slap together a makeshift pen, and kite it in there (preferably with one other boar at the same time for a mating pair) and leave the food in the pen b4 you aggro it over, once they are trapped, build a few more fence parts around the edge of the fence, and make sure they don't escape as they might destroy the little round pole fences.