In a lot of places! Most of the exoplanets discovered so far are in a relatively small region of our galaxy, the Milky Way. ("Small" meaning within thousands of light years of the solar system). That is as far as current telescopes have been able to probe.

Astronomers think that nearly every star in the universe could have at least one planet. That’s trillions of planets, waiting to be found. If you go outside on a clear night and look up at the stars, virtually every star you can see has at least one planet in orbit around it, and most likely, several.