By occurring in an individual I assume you mean where in the physical body do these states occur. There seems to be some confusion as to terms. So lets be exact. Please see my answer to this question - Where does a Soul attach to the Body?
The ‘Soul’ when seen from universal standpoint is often referred to as the Atman. The Soul when seen from an individual standpoint is often referred to as the atman (small 'a' denotes the Atman in the individual). The individual jiva is Pure Consciousness limited by the upadhi of the vijnanamayakosa. It is also said to be the reflection of Pure Consciousness. “...(the individual soul) is intelligence itself.” (Brahma Sutras 2.8.18) The Brahma Sutras (2.8.19-22.) say that it is ‘atomic’ in size. It is said to reside in the cave of the heart (Brahma Sutras 2.8.24) - “He sees the Person dwelling in the heart who is supreme, higher than the individual souls” (Prasna Upanishad V.5., see also Chhandogya Upanishad VIII. i. 1-5.). The heart is interpreted to mean the buddhi, the intellect. The cave being the innermost part. See also Brahma Sutras 1.3.12-13 and 2.8.18-50. “Though all-pervading,...It is manifest in the buddhi…” (Atmabodha 16.)
Now the Jiva (the individual soul) identifies itself with the subtle body and the physical body, the annamayakosa. The subtle body consists of the pranamayakosa, the manomayakosa, and the vijnanamayakosa. The jiva does not move around the body. The vast majority of people, people who have not practiced yoga for some time, cannot distinguish between the different kosas. They perceive them all as one. So when it is said that the jiva is residing in a particular place in the physical body, it means that the jiva is identifying itself with that physical location at that particular time - but it does not move. The different kosas of the subtle body are each enclosed within the gross body, and not at a particular location within the gross body. This is why they are called sheaths.
In his Introduction to Sankara's Saundarya-Lahari, Swami Tapasyananda says:
Whether these Yogic nerves are to be identified with what are known to the anatomist as the afferent and the efferent nerves and the Central Canalis is a moot question. It is better to conceive them as psychic factors relating to the subtle body and having some correspondence with their physical counterparts.
So the three states of consciousness, waking, dream, and dreamless sleep all occur in the subtle body, although there is 'some correspondence' of the manommayakosa and the vijanamayakosa to the physical brain.
Now the fourth state, Turiya, is not experienced by the jiva. The Turiya is Brahman. When the jiva reaches the fourth state which may be said to have 'some correspondence' to the top of the head, the jiva is destroyed - all that remains is Brahman.