There can more [theoretic] content in answer to this question, other than everyone's default response, "it's everywhere since 'the universe' is defined as 'everything you see.'"
This video, and a few other videos on his channel touch on WHAT the universe is, and by extension WHERE it is.
[youtube]Ywn2Lz5zmYg[/youtube]
Basically, there's a few ways you can look at it. Most of the theories about the structure of the universe and of multiple universes say that "The Universe" is the common term used to describe "the observable universe". In which case, "The Universe" IS just everything you see, and is therefore nowhere and everywhere because no matter where you are, you see stuff, right?
Some theories, for example the bubble theory-- mentioned in the video above-- states that we're in a definitive and finite zone known as "our universe". In other zones, or bubbles, are other possible instances of tangible matter, and the only reason we can't reach them is because the laws of physics disallow for our existence, or some such noise.
I personally believe the universe is simply-- as stated several times over-- what you can see, and is therefore everything and everywhere. I don't think it's a tangible measurement, as you would call where you live "my house" and your house ends at the walls or fences built around it.
While typing this response, another train of logic occurred to me, emphasizing my statement above where "the universe" isn't a real measurement or category under-which everything falls. If you look at quantum sciences, we're diving deeper and deeper into the building blocks of atoms, quarks, right down to bosons. Some may say that you can delve infinitely smaller into the building blocks of matter, but I would say that either bosons or MAYBE whatever blocks build bosons will be the absolute smallest category of matter before it becomes something else. The same principal can possibly be applied to the cosmic scale. You can go from planets, to solar systems, to galaxies, to clusters, but once you hit universe or whatever category is directly below that as far as scale, it's impossible to fit THOSE under something larger. After all, having one singular object type, left outside a defined category doesn't mean it needs to be categorized. It's simply a catch-all.
Going larger than a universe, then, would require proof that there can be more than one universes, and then what would they call a cluster of universes? Maybe nothing, if it's the largest you can go. But what if the cluster of universes can be sub divided based on some attribute? Would they then have a cluster of clusters as their parent category?