Any number of things can cause a klunk.

First of all, do you have manual hubs or semi auto, or vacuum operated? If it is vacuum then there is you most likely target. (hub issue)

Check that the wheel bearings are up to torque and rotating smoothly if you have removed the hubs for inspection. (bearing issue)

Now check all the boots on the CV's (outer half shaft joints) and DOJ's (inner half shaft joints). Any tear of these could indicate loss of grease and increased wear to the point of destruction. (half shaft issue)

If it is only a one off clunk when you turn, look at the suspension (ball joints and TRE's). (suspension issue)

If it is a repetitive clunk try and get someone outside the vehicle to identify which side. Once you know then change over the locking hubs one side to the other and see if the noise follows (only with manual or semi auto hubs). If the noise follows then most likely it is the hub at fault, if it doesn't then start looking further towards the center of the vehicle. (half shaft issue)

Jack the vehicle up and put the front chassis on wheel stands. Turn the steering wheel hard with the hubs locked in and check that the half shaft rotate with the wheels smoothly by spinning the wheel with your other hand on the half shaft. Any knock as you described would be evident as a uneven feel as the wheels rotate. (half shaft issue)

Next would be to get someone to help you to rotate both wheels (and half shafts) in the same direction with the wheels in the straight ahead position and check the front drive shaft (tcase - diff) is rotating smoothly. (front diff issue)

This would leave the tcase as being the most likely suspect if the sound is emanating from under the vehicle and the front drive feels like it is "slipping a cog".

In all of these cases be guided by what you hear and feel at any and all stages of the tests. You may find what it is after the first few steps by sound or feel alone. The more steps you go down the ladder the more $$$ it is to fix.