AniDB

Can anyone tell me where each of the movies takes place in the series?

Well the first movie should be started around Season 1...
and sinse Inuyasha have the Red Tenseiga in movie 2 ... So its more likely somewhere in the end of season 2 if i dont remember incorrect
Movie 3 i have no idea but Movie 4 i have heard its starting from where Inuyasha the serie ended episode 166 i think..

I'd check which dates the movies were released and compare with the dates the anime episodes were released.

this info is all in the anime-pages of the DB, assuming the information has been entered correctly. if not, you're out of luck (atleast as far as anidb can help)

you can just check the dates or:

movie 1-3 can be watched anytime after he learns bakuryuuha (around ep 50 or so), and movie 4 should be watched after the last episode, but it does not really matter, it is unrelated. I think you could logically watch anytime after episode 150 or so.