Minecraft wiki entry for Obsidian, associated text: Overworld:
Obsidian generates in woodland mansions with a diamond block concealed by it. These are found in the secret "obsidian room" and "lava room", on the 2nd or 3rd floors.
Obsidian generates as part of ruined portals.
Obsidian generates in sufficiently deep ravines and caves where water meets lava source blocks.
A single obsidian block generates in some types of ocean ruin buildings.
The Nether: Obsidian generates as part of ruined portals.
The End:
Solid obsidian pillars can be found on the End's main island, generating all the way down to Y=0.
Obsidian generates as a part of the end ship in end cities.