One example: the Human Metabolome Database, contains localization data. An example record page for propane-1,3-diamine - scroll down and look for the "Cellular Location" field. First time I've looked at it, so unsure how the information is derived.

Worth noting too that there are several good protein subcellular localization databases; you'd expect to find the metabolite(s) for a pathway in the same location as the enzymes that catalyse the reactions, so might be an alternative way into the problem.

The BiGG database also has compartment information, and a very liberal, Open license. It has a 'compartments' field with values including cytosol, nucleus, ER, extra-organism, lysosome, mitoncondria, peroxisome, and golgi. You can search for any metabolite (some 1500 when I just checked) and export this list as a text file.

You can find more info in their paper: Schellenberger, J., Park, J. O., Conrad, T. C., and Palsson, B. Ø., "BiGG: a Biochemical Genetic and Genomic knowledgebase of large scale metabolic reconstructions", BMC Bioinformatics, 11:213, (2010).