Where to catch Sandshrew

In Kitakami (Scarlet & Violet – The Teal Mask)

• Kitakami Wilds — Walk
• Oni Mountain — Walk
• Paradise Barrens — Walk
• Reveler's Road — Walk
• Wistful Fields — Walk

In Blueberry Academy (Scarlet & Violet – The Indigo Disk)

• Chargestone Cavern — Walk
• Polar Biome — Walk

In Hoenn (Ruby, Sapphire & Emerald)

• Mirage Tower — Walk
• Route 111 — Walk
• Route 113 — Walk

In Johto & Kanto (Gold, Silver & Crystal)

• Mt. Moon — Walk
• Route 3 — Walk
• Route 4 — Walk
• Union Cave — Walk

In Kanto (Red, Blue & Yellow)

• Mt. Moon — Walk
• Route 10 — Walk
• Route 11 — Walk
• Route 23 — Walk
• Route 3 — Walk
• Route 4 — Walk
• Route 8 — Walk
• Route 9 — Walk

Sandshrew — full Pokédex entry