Scarlet's Game Room
I know of 2 creatures that drop Loom. There could be more, I don't have the scoop on ALL the bosses out there yet. I been trying to get Esmee to do my work for me - uh, I mean HELP me, but I haven't had much luck yet.
Raven Fortress, Grizzleheim
Wormguts' Stronghold, Wizard City