Gog and Magog are described in the Book of Ezekiel. Here, Gog can not be a place, as Gog was the putative king of Magog, prophesied to be defeated by Israel, as we see in Ezekiel 39:11:
And it shall come to pass in that day, that I will give unto Gog a place there of graves in Israel, the valley of the passengers on the east of the sea: and it shall stop the noses of the passengers: and there shall they bury Gog and all his multitude: and they shall call it The valley of Hamongog.
Ezekiel 38:15 says that Gog will invade Israel from the north:
And thou shalt come from thy place out of the north parts, thou, and many people with thee, all of them riding upon horses, a great company, and a mighty army:
Apart from Egypt, all nations likely to invade Israel (Judah) were to the north, so verse 38:15 is very little help in locating Magog. Gog is also described (Ezekiel 38:2) as the chief prince of Meshech and Tubal, which should further help identify the location of Magog, except that no one knows where Meshech and Tubal were, and all attempts to locate them are no more than speculation.
This site contains several maps showing the wide range of locations in Asia Minor that people have suggested for Magog, Meshech and Tubal, but Georgia and Russia have also been suggested.
Because Ezekiel 38:15 says that Gog and all his army will be mounted on horses, it must refer to ancient, pre-mechanised warfare, and in that case the prophesied attack has already taken place and we should be able to identify the nation concerned. However, there is no record of Israel or Judah ever defeating such a mighty army, and the scenes of carnage described have never taken place. This strongly suggests that Ezekiel's narrative of Gog and Magog was purely narrative, intended to give comfort to the Jews in exile in Babylon. Following the story of the defeat of Gog, Ezekiel promises (Ezekiel chapters 40-48) a New Jerusalem and a grand new temple to be built there.
Revelation 20:8 talks of the nations of Gog and Magog, which are in the four quarters of the earth:
And shall go out to deceive the nations which are in the four quarters of the earth, Gog and Magog, to gather them together to battle: the number of whom is as the sand of the sea.
Now we see that Gog and Magog are both nations, and Satan will deceive them, but there is no indication even as to their direction from Israel. This brief passage seems to use Gog and Magog as metaphors for all the nations on earth, rather than as individual nations.