It can sometimes be difficult to locate the various wrecks (without resorting to using the console, anyway).

One way to find them is to set up a scanner room and search for nearby data boxes and fragments.

Another way is to look at various reference material online:

• pretty good list at the wiki
  • help you know what you'll find at each wreck
  • provides some decent photos
  • given (x, y, z) coordinates, the y coordinate is actually the depth in meters
• the main Subnautica map
  • Shows the full coordinates, if you click on each wreck's detail. This can be used to match up data from the wiki.
• various YouTube videos
  • these always show the current depth of the player
  • provides very good visual information of the wreck and of where the entrances are
  • sometimes provides good information about the approach, especially if you need specific landmarks to guide you there
  • specific videos:
    • Wrecks & Fragments Guide — Where and how to find all the wrecks and fragments to finish — includes very good chapter information, and good timestamps in the "detailed video notes"