Actually, all 8 didn't, and technically, it wasn't sati. Sati was the immolation on the husband's pyre, and in the MB, Madri did it earlier on, and Devaki, Rohini, Bhadra and Madira - Vasudeva's wives, did it for him.
But of Krishna's wives, whoever self-immolated did so in Indraprastha after the crowning of Vajra. Three of Krishna's wives didn't - Satyabhama, Satya and Lakshmanaa. Those 3 took sanyas. And the other 16,100 wives drowned themselves in the Saraswati river
I read that the eight wives all immolated themselves.
But whatever happened to them, I do recollect reading in MB that the 16,100 wives were kidnapped by the Nishada hunters and Arjuna was unable to save them as his Gandiva failed him, and he realized that the Gandiva was useless without Krishna's support. These 16,100 wives (who were wives in name only as Krishna never had physical relations with them) were married by Krishna to uphold their honor after being kidnapped by Narakasura, but after Krishna's "death", they no longer owed loyalty to him.