From the conda team:

macOS:

single user:

/Users/username/anaconda3
/Users/username/anaconda2
/Users/username/miniconda3
/Users/username/miniconda2
user defined /Users/username/*

system wide:

not recommended

Linux:

single user:

/home/username/anaconda3
/home/username/anaconda2
/home/username/miniconda3
/home/username/miniconda2
user defined, e.g. /home/username/python/*

system wide:

user defined, typically a path all users have access:
/opt/anaconda3

Windows:

single user:

c:\Users\username\AppData\Local\Continuum\anaconda3
c:\Users\username\AppData\Local\Continuum\anaconda2
c:\Users\username\Miniconda3
c:\Users\username\Miniconda2
user defined

system wide:

C:\ProgramData\Anaconda3
C:\ProgramData\anaconda2
C:\ProgramData\Miniconda3
C:\ProgramData\Miniconda2