Depending on the make, model and engine type oxygen sensors can be found in a variety of places. Below are some of the more common locations.

Traditional V6 & V8

 

4 Cylinder Transverse

 

V6 & V8 Transverse

Left or right bank is determined viewing from the rear of the engine (opposite the belts).
In this illustration, the rear of the engine is indicated.

 

4 & 6 Cylinder In-line

Sensor location for split manifold is shown.
For a single manifold, there is only one pre-cat sensor.