How often does the front, rear differentials and transfer case fluid need to be replaced?

I believe it's in the owner's manual, but I would say around 30k. I change mine more frequently, but I tow/wheel a lot.

X2 on what Bobby said..

Just bought 7 quarts of Redline Synthetic Gear Oil. 5 of 75w140 for rear end and 2 75w90 for front. Should be interesting what the old looks like.

I do my diffs about once a year for fear of water infiltration from offroading. I have yet to find any, but with the lockers, I am extra careful. I do the T-case about every 30k...when I do the auto tranny, but that's the one thing I have done at the shop since the only way to get out most all of the old fluid is to pump it out.