Sam earns the nickname Slayer after he kills an Other with a dragonglass dagger. In this post I wanted to discuss the source of Dragonglass in the world.

Dragonglass Sources in the Known World

Background

It has been used by the Valyrians and the children of the Forest:

They (children of the forest) worked no metal, but they had great art in working obsidian (what the smallfolk call dragonglass, while the Valyrians knew it by a word meaning "frozen fire") to make tools and weapons for hunting.

and:

"Dragonglass." The red woman's laugh was music. "Frozen fire, in the tongue of old Valyria. Small wonder it is anathema to these cold children of the Other." -ASOS, Samwell V

GRRM confirmed that that it is named dragonglass for a reason:

Shaw: Is there a certain reason why they named obsidian "dragonglass" or why you did that?

Martin: Yes, there is a reason. -SSM, Interview with the Dragon: c. 2003

Creation

The smallfolk and maesters differ on creation:

Is dragonglass made by dragons, as the smallfolk like to say?"

"The m-maesters think not," Sam stammered. "The maesters say it comes from the fires of the earth. They call it obsidian." -ASOS, Samwell II

and:

"Dragonglass," Osha named it as she sat down beside Luwin, bandagings in hand.

"Obsidian," Maester Luwin insisted, holding out his wounded arm. "Forged in the fires of the gods, far below the earth. The children of the forest hunted with that, thousands of years ago. The children worked no metal. In place of mail, they wore long shirts of woven leaves and bound their legs in bark, so they seemed to melt into the wood. In place of swords, they carried blades of obsidian." -AGOT, Bran VII

and:

Shaw: Are dragons somehow the mortal enemy of the Others?

Martin: There are a lot of legends, and you'll be hearing more about them in the future books, but a lot of stuff about Others and about dragons maybe isn't completely understood by the people of the present. Obsidian is of course volcanic glass; it's formed by immense heat and pressure down in the earth. The dragons themselves are creatures of intense heat -SSM, Interview with the Dragon: c. 2003

GRRM has given it "magical characteristics":

Shaw: I wasn't sure if you had added something to obsidian for the fantasy.

Martin: I've given it magical characteristics that of course real obsidian doesn't necessarily have. After all, we live in a world that has no magic. My world does have magic, so it's a little bit different.

Uses

As mentioned above dragonglass goes into the making of weapons for children of the forest, as well as some others (member's of the NW):

The dragonglass blade was sharper than steel, albeit far more brittle. -ACOK, Jon V

but is also used in glass candles:

The candle was unpleasantly bright. There was something queer about it. The flame did not flicker, even when Archmaester Marwyn closed the door so hard that papers blew off a nearby table. The light did something strange to colors too. Whites were bright as fresh-fallen snow, yellow shone like gold, reds turned to flame, but the shadows were so black they looked like holes in the world. Sam found himself staring. The candle itself was three feet tall and slender as a sword, ridged and twisted, glittering black. "Is that . . . ?"

". . . obsidian," said the other man in the room, a pale, fleshy, pasty-faced young fellow with round shoulders, soft hands, close-set eyes, and food stains on his robes.

"Call it dragonglass." Archmaester Marwyn glanced at the candle for a moment. "It burns but is not consumed." -AFFC, Samwell V

If interested: The Four Glass Candles in Oldtown

Known Locations

As it is seems to come from Volcanic locations:

Dragonstone

"On Dragonstone, where I had my seat, there is much of this obsidian to be seen in the old tunnels beneath the mountain," the king told Sam. "Chunks of it, boulders, ledges. The great part of it was black, as I recall, but there was some green as well, some red, even purple.

If interested: Dragonglass: A Different Look at the Assault on Dragonstone

Asshai

The trickle he started soon swelled to a flood. Trader captains brought lace from Myr, chests of saffron from Yi Ti, amber and dragonglass out of Asshai. -ACOK, Daenerys III

Valyria

It was written that on the day of Doom every hill for five hundred miles had split asunder to fill the air with ash and smoke and fire, blazes so hot and hungry that even the dragons in the sky were engulfed and consumed. Great rents had opened in the earth, swallowing palaces, temples, entire towns. Lakes boiled or turned to acid, mountains burst, fiery fountains spewed molten rock a thousand feet into the air, red clouds rained down dragonglass and the black blood of demons, and to the north the ground splintered and collapsed and fell in on itself and an angry sea came rushing in. -ADWD, Tyrion VIII

and:

The ancient, mighty Freehold—home to dragons and to sorcerers of unrivaled skill—was shattered and destroyed within hours. It was written that every hill for five hundred miles split asunder to fill the air with ash and smoke and fire so hot and hungry that even the dragons in the sky were engulfed and consumed. Great rents opened in the earth, swallowing palaces, temples, and entire towns. Lakes boiled or turned to acid, mountains burst, fiery fountains spewed molten rock a thousand feet into the air, and red clouds rained down dragonglass and the black blood of demons. To the north, the ground splintered and collapsed and fell in on itself, and an angry sea came boiling in. -TWOIAF, Ancient History: The Doom of Valyria

Other possibilities:

Skagos/The Shivering Sea

Roro had sailed past Skagos into the Shivering Sea, visiting a hundred little coves that had never seen a trading ship before. He brought steel; swords, axes, helms, good chainmail hauberks, to trade for furs, ivory, amber, and obsidian. -ASOS, Davos V

and:

Though rarely seen off their island, the stoneborn once were accustomed to crossing the Bay of Seals to trade or, more oft, raid—until King Brandon Stark, Ninth of His Name, broke their power once and for all, destroyed their ships, and forbade them the sea. For most of recorded history, they have remained an isolated, backward, savage folk, as like to murder those who land upon their isle as to trade with them. When they do consent to trade, the Skagosi offer pelts, obsidian blades and arrowheads, and "unicorn horns" for goods they desire. -TWOIAF, The North: The Stoneborn of Skagos

Marahai

Other Islands of Note in the Jade Sea, as Recorded by Corlys Velaryon in His Letters: The Isle of Elephants, whose shan rules from a palace made of ivory. Marahai, the paradise isle, a verdant crescent attended by twin fire islands, where burning mountains belch plumes of molten stone day and night. The Isle of Whips, a bleak and barren way station where slavers from half a dozen lands buy, sell, breed, break, and brand their chattel before sending them onward. -TWOIAF, The Bones and Beyond: Leng

Outside Oldtown

u/GenghisKazoo is going to bring this up and while idk if it is a volcano, it might just be earthquake related:

Qyburn: Oldtown is a city for old men and old beliefs. But the world is changing. No matter how high the tower, the clouds will not hold it up if the ground shifts beneath it. -Oldtown, Histories and Lore, S6

Obviously plenty of people have items that are made out of obsidian. I am assuming most of them were sourced and not mined in their immediate location.

TLDR: Just a list of places where dragonglass can be sourced from in the world.