I keep them in LastPass, along with the passwords themselves. That does make LastPass a single point of failure for me, but I know myself and know that I'm not gonna remember where I put all of my one time recovery codes.
I'm now leaning towards encrypting backup codes with a passphrase and putting the encrypted blobs in LastPass. I haven't actually done this but as long as I don't forget the second passphrase, that might work…