Here is a list of every level containing Dragon Coins in somewhat chronological order or something:

Introduction to Ledges and Edges - w1 Mushroom Ledge - w1 Monty Pit - w1 Musical Grasslands - w1 Springity Sproing - w1 Chuckleton Plains - w1 The Untitled Sky Level Place - w1 Salty Roasted Peanuts - w1 Bastion in Blue - w1 Pipes in Literally Everyone's Business - w2 TIDES, OK? - w2 Land of the Jolly Tan - w2 Effortland - w2 Beezos in the Trap - w2 Aquiferic Pressure - w2 Roy's Terrible Sadistic Castle - w2 Siberian Precipice - w3 (ice) Efficient Heat System - w3 (ice) Peaks of Revolution - w3 (ice) Glacier Soup - w3 (ice) Cool Kickin' - w3 (ice) The Dumbest Cavern - w3 (cave) Spring Green Spelunking - w3 (cave) Tunnel of the Living Rock - w3 (cave) Cave of the Jocks - w3 (cave) Crusher Cavern - w3 (cave) Rapture of the Deep - w3 (cave) Perilous Pier - w4 Swim With the Stars - w4 Horse Eating Disorder - w4 -CHARGE!- or -FIRE!-? - w4 The Cave of Layer2 - w4 Bridge Engineering - w4 Under Construction - w4 Boiling With the Best of Them - w4 Spike Toss - w4 Chuck Magnet - w4 Angry Fish - w4 Rope is Nightmare - w5 Luminous Leaping - w5 Polished Pipeline - w5 Manky Bridge - w5 The Smog that Smiles Back - w5 Wigglertuff - w5 Keep a Positive Altitude - w5 Mushroom Tripper - w5 The Ruins of Challenging Sadness - w5 Coin Guides are Always Accurate! - w6 Into the Dark Forest - w6 House of the Holy - w6 BALLS - w6 THE TREES ARE DEAD - w6 Shouldering On - w6 Old Fogey Skie - w6 Shell Shrine - w6 Burnt Mountain Tango - w7 Industrial Interior - w7 Skulliloquy - w7 Ludwig's Grindhouse - w7 Think Fast! - w7 Rock Climbing Rush - w7 Root of Yggdrasil - w7 IMPETUOUS ATHLETIC - w7 Chains of Atrophy - star Disarray - star Tactical Ambush Operation - vortex Super Grand Ultra Marathon of Finalness - vortex The Black Hole - vortex Miscellaneous Monument - vortex

For 125 or Shattered Dreams, I would like to note the levels that have dragon coins that are either difficult to get or too time-consuming.

Sproingty: It's only like an extra minute, and even less if you steal a Yoshi from Salty Roasted Peanuts and start flying. Salty Roasted Peanuts: An extra minute max. Pipes in Literally Everyone's Business: Also an extra minute or two Roy: The fifth dragon coin is hard. And it's right at the end. Aquiferic Pressure: You can skip the entire first section with flight shenanigans. Efficient Heat System: About two extra minutes I think Perilous Pier (DEFINITELY) Swim with the Stars: An extra minute The Cave of Layer2: There is a dragon coin at the very end of the waiting room... Rope is Nightmare: An extra minute or two Manky Bridge (DEFINITELY) Ludwig's: There's this one dragon coin that you'll probably have to die for; not that much time lost though Rock Climbing Rush (DEFINITELY) Root of Yggdrasil Chains of Atrophy: The last dragon coin can be tricky. Disarray: You can skip a ton of this level if you don't get dragon coins. (DEFINITELY)