Some believe it to be somewhere in modern day Iraq.
Genesis 2:8-14
8*Then the Lord God planted a garden in Eden, in the east, and there he placed the man he had created. 9*And the Lord God planted all sorts of trees in the garden—beautiful trees that produced delicious fruit. At the center of the garden he placed the tree of life and the tree of the knowledge of good and evil.
10*A river flowed from the land of Eden, watering the garden and then dividing into four branches. 11*One of these branches is the Pishon, which flows around the entire land of Havilah, where gold is found. 12*The gold of that land is exceptionally pure; aromatic resin and onyx stone are also found there. 13*The second branch is the Gihon, which flows around the entire land of Cush. 14*The third branch is the Tigris, which flows to the east of Asshur. The fourth branch is the Euphrates.