Vesicles are used to ship materials around, into, and out of the cell. Cell membranes can pinch off in places to form vesicles, as can lysosome membranes and golgi membranes. Because mitochondria and chloroplasts are practically tiny cells within cells, I wouldn't be surprised if they had their own vesicles. If you're asking literally which organelles have vesicles inside them, I'd say the mitochondria and chloroplasts, possibly Golgi (depends on your instructor), but the cell membrane, lysosomes, and golgi can definitely make vesicles. The rough ER uses vesicles but I wouldn't consider the vesicles a part of the ER.
