/begin useless part of answer
In the shoe, usually.
/end useless part of answer
If I'm out with a kit including my 21 and Bessa R, the finder is always mounted to the camera. Then I can refer to it.
If I'm using the M2 and 75, with 21 along, the 75 finder (CV) came with a cool little suede-y drawstring bag, which will keep whichever one is off the camera safe.
Just at home, my RF lenses are stored in a hard case with pick'n'pluck interior, in which I have picked'n'plucked spots for finders.