Over $\mathbb{Z}$, since the polynomial is primitive (no common factors of the coefficients) and of degree $3$, it either has a root or is irreducible. Since the polynomial has no rational roots, it is irreducible over $\mathbb{Z}$.
Over $\mathbb{Q}$, we just need to check for roots. There aren't any, so the polynomial is irreducible over $\mathbb{Q}$ as well.
Over $\mathbb{R}$, the polynomial has at least one real root, $\sqrt[3]{2}$. This gives $f(x) = x^3-2 = (x-\sqrt[3]{2})(x + \sqrt[3]{2} + \sqrt[3]{4}).$ Now we need to check if the quadratic is reducible or irreducible over $\mathbb{R}$. The discriminant is $\left(\sqrt[3]{2}\right)^2 - 4\sqrt[3]{4} = \sqrt[3]{4}-4\sqrt[3]{4}=-3\sqrt[3]{4}\lt 0.$ Since the discriminant is negative, the quadratic is irreducible over $\mathbb{R}$. So this gives you the factorization into irreducibles in $\mathbb{R}$.
To get the factorization in $\mathbb{C}$, just factor the quadratic: $f(x) = (x-\sqrt[3]{2})(x-\omega\sqrt[3]{2})(x-\omega^2\sqrt[3]{2})$ where $\omega=\frac{-1+i\sqrt{3}}{2}$ is a primitive cubic root of unity. You can get this either by using the quadratic formula on $x^2+\sqrt[3]{2}x+\sqrt[3]{4}$, or by noting that the three roots of $x^3-2$ are the three complex cubic roots of $2$. If $\alpha$ and $\beta$ are two cubic roots of $2$, then $\alpha/\beta$ is a cubic root of $1$ (just cube it to see it equals $1$; if $\alpha\neq \beta$, then $\beta=\alpha\omega$ or $\beta=\alpha\omega^2$.
Over $\mathbb{Z}_3$, we have the "freshman's dream": $(a+b)^3 = a^3+b^3$, because the characteristic is $3$. Since $2^3\equiv 2\pmod{3}$, we get $x^3-2 = x^3-2^3 = (x-2)^3$ so the factorization into irreducibles is $x^3-2 = (x-2)(x-2)(x-2)$.
Over $\mathbb{Z}_5$, we have $3^3\equiv 2\pmod{5}$, so $x-3$ divides $x^3-2$. We have $x^3-2 = (x-3)(x^2+3x+4).$ Now we check the quadratic. The discriminant is $9-16 = -7 \equiv 3\pmod{5}$. Since $3$ is not a square modulo $5$, the discriminant is not a square in $\mathbb{Z}_5$, so the quadratic is irreducible. This gives you the factorization in $\mathbb{Z}_5$.