Here on Hive they are stored within their dapp. This art nft is stored at nftshowroom.com . Splinterlands nft cards are on their site. Same with RisingStar. I say on their site, but it's your hive account on their site and each of those have markets built in.
you can also trade. I recently traded cards with another Rising Star player to get a card i needed for the game. :)
You can make NFT's on other blockchains, but most use ethereum and the gas fees are too high for me. I like it here better anyway.