The Legend of Zelda: A Link to the Past/Heart Pieces

Heart Containers
This explains where to get all the Heart Containers

There is a Heart container in the Sanctuary in the Light World.

Pieces of Heart
This explains where to get all the Pieces of Heart

In the Theives Hideout in the light world on the bottom floor there is a wall that can be bombed, use a bomb and get a Peice of Heart.

In Kakariko Village in the light world there is a well in the North-West of the village, fall down there, collect the bombs in the chest and about 2 squares left of that there is a wall that can be blown up, get the piece of heart behind the wall.

Just south of Kakariko Village, south of the library, enter the door to the twins house. Bomb the wall and go into the second twin's room. Exit through his door. An old woman tells you that if you complete the task you'll get something good. You have 15 seconds to run the maze and get a piece of heart. Hint: you can jump some fences. You can try again if you're not fast enough. Just go back in the room and come out again.

There is a Piece of Heart outside the Desert Palace. You have to fight your way through the dungeon, then go outside and head south a bit.