Hawaii
I can even tell you specifically where.
Maui
Off Old Airport Beach there's a bunch of old ship junk where they used to load the cane ships. Shallow and slightly south of the beach.
Old masts, bottles, metal boxes etc. I'll bet we saw about a dozen once we stopped moving around and just watched.
Mala Pier in Lahaina -
Shorediving Hawaii: Maui’s Mala Wharf is one of Maui’s Best Scuba Dives
Lanai
at Sharkfin off Lanai, most people dive around the outside of the rock, good and deep. Inside the bay where the boat docks there's vertical wall - part of the island that continues down some depth. Lot's of octo's in the smaller openings.
The bay just off the Four Seasons Lanai:
Hulopoe Bay Beach and Marine Preserve
Big Island
At one of the "downtown" Kona restaurants they light up and throw food on the rocks, octo's climb out of the water for it
Kauai
Although I don't remember seeing any, I would think Sheraton Caverns off Kauai is an optimal location - partially sunken lava tubes, lots of small crevices.
I would think Tunnels Beach on the north shore also, there's about 4-5 caves there.
I've been in similar lava tubes on several islands, we always shine lights on the ceiling and usually something moves.
We pretty frequently saw them near dive docks on Curacao - usually you'd see the pile of crushed shells near a hole.
Night Dives off the Turks/Caicos Explorer, if you lit one up, it would free-swim away. We followed a few conch trails thru the sand to their owner - I've never seen those anywhere else.
hth