The Bhagavad Gita took place in the Bhishma Parva of the Mahabharata. The content of the Gita is the conversation between Krishna and Arjuna taking place on the battlefield before the start of the Kurukshetra war.
The location of the battle was Kurukshetra in the modern state of Haryana in India. Kurukshetra is known as a holy land; Kurukshetra earns its name from King Kuru, the ancestor of Kauravas and Pandavas. You can learn more about Kurukshetra at the official web site.