Some possible found out during Naruto's fight against Neji in the Chunin exam, and in the anime, they all found out during the twelve guardian filler arc (however, that is non-canon). Sasuke got a hint during the fight in the valley of the end and found out for sure when he saw the beast in Naruto with his Sharingan when Naruto, Sakura, Yamato and Sai got into Orochimaru's hideout. Sakura found out by Kakashi when Chiyo explained about the beasts.