Diablo3: Treasure Goblin Secrets

This lists the 4 different types of Treasure Goblins and a very popular spot right now where to farm them.

The 4 Different type of Treasure Goblins.
Blue - Black - White - Gold
 
You can tell which type each are by the bag they carry.

Blue Most amount of Rares.
Black Drops lots of gems. Can drop Rares.
White Mistery Bag. Can drop any items.
Gold Lots of Magic and sometimes Rare.

The best place right now to find a Treasure Goblin is in Act 2 at the Ancient Path way-point. Just go to the WP and then run up the stairs. If you do not see him make a new game. Try again.