• Knight Pepe: Located at Auchindoun in Talador on top of a chest inside a Draenei tent near neutral Auchenai Artificers. Coords: 51.0, 63.3.  Gives  A Tiny Plated Helm.
• Ninja Pepe: Located at Gronn Canyon in Gorgrond sitting on chair inside an Iron Horde tent with Rolkor outside.  Coords: 47.5, 41.3.  Gives  A Tiny Ninja Shroud.
• Pirate Pepe: Located in Spires of Arak on top of a rock behind an Echidnaean Rockjaw.  Coords: 54.1, 83.6.  Gives  A Tiny Pirate Hat.
• Viking Pepe: Located at the Ring of Trials in Nagrand on top of a box near two Arena Spectators dancing to  D.I.S.C.O.  Coords: 80.2, 50.4.  Gives  A Tiny Viking Helmet.

Notes:
It may take a couple clicks before anything happens; being right next to Pepe may be helpful here.
The helmets are not true consumables.  Instead, they "teach" you a spell that can come into effect at random when you summon Pepe with the  Trans-Dimensional Bird Whistle.