[Snowflakian]

Yup. Tesseract, Loki's staff, Aether from Thor the Dark World, and there was one in GOTG.

Thor knows of them from his vision. Well, a few he knew of because he interacted with them. Like the Aether and Tesseract, even Loki's Scepter. The GOTG one may have been from his vision only.

According to the MCU wikia.

Tesseract is the space stone. Heimdall has allegedly.

Loki's staff was the mind stone. Vision has it now.

Aether was the Reality Stone. Taneleer Tivan has it now.

The Orb was the Power Stone. Nova Corps has it now. (Which could in theory lead to the more comic like Nova Corps that we're used to. Or at least experiments that create the Nova force that'll be used to power a select few.)

So really, only one was on Earth. The others were sorta brought to Earth if albeit briefly. Right now, only one is still on Earth.