Because the Cold War did not involve actual combat but rather a situation of extreme tension between the Western Bloc and Eastern Bloc, there was no specific location. However, the primary countries involved in the Cold War were the communist USSR and the capitalist United States, which were at ideological and political odds after World War II.
The United States feared that Joseph Stalin, the Soviet dictator, was expanding communist influence into Asia, Africa and European countries such as Poland. Stalin also set up a communist regime in the Soviet eastern occupation zone of newly defeated Germany, which further increased the tension. There were a series of crises in the Cold War, such as the Berlin Blockade and the Cuban Missile Crisis, but the United States and the USSR did not actually fight one another.