Detailed Materia Locations

Magic Counter (in the North Cave) |Counter |Added Cut
HP Absorb (in the North Cave) |Double Cut |W-Magic |Hades

Disc 3
North Cave
Take the left-lower route, on the second screen. It's floating in front of a waterfall at the left of the screen, barely visible. Barely visible if you're playing the PS version that is, provided screenshot is from the PC version. Just keep mashing Confirm as you run along the edge, you'll get it eventually.

Disc 3
North Cave
Take the left-upper route, it's on the third screen. Examine the center of the big glowy light in the bottom of the pit.

Disc 2/3
Great Glacier
This one's tricky, not just because it's difficult to see, but because it's on one of those boring paths you never pay any attention too, and a one-way path at that.
From the mountain area on the far east side of the map, take the upper-right path. It's along this path, on the second screen. It lies in a corner on your right, so keep an eye out for the flashing.

Disc 3
North Cave
There's a second HP Absorb in the North Cave. Second screen, immediately left of the entrance. Jump down, left, climb up to where the chest is, and you can walk behind the rock wall to your right to pick up the materia.

Disc 2/3
Sunken Gelnika
Research Room, which is the one north is the save point. It's on the lower level, at the far upper-right corner, behind the chest that's on the upper level. Yes, the command materia is purple on the field screen.

Disc 3
North Cave
Take the left-upper route, third screen, same place you get Counter. Way up the back of the screen - it barely shows in the resized screenshot, so click it for a bigger image. Yes, it's another of those purple Command materia.

Disc 2/3
Sunken Gelnika
Cargo Room. At the right side of the cargo bay, below the ruined helicopter.