Where are they? I'm not trying to be a smartass here, I just haven't heard of them referred to using the word location, which implies that they are in this physical realm -- which implies that they're not a place that our souls go, but our bodies as well.
Much of mainstream Christianity believes heaven and hell to be quite literal places and they also believe heaven to be a place of location. This belief did originate from western paganism.
Many of Christians today don't even read their bibles, they go to church regularly and pretty much believe everything a pastor would tell them. Most ministries are more concerned with tithing or the donations of believers, which support their luxurious lifestyles. I would not say this is true with all of them; however, much of the larger mainstream ministries that you see on Christian networks are known for this.
If Hell were a place of location, it would contradict scripture. "Fire" in the bible is used as a symbol of cleansing.
"For our God is a consuming fire
." Heb 12:29
"...he shall baptize you with the Holy Ghost, and with fire
:" Mat 3:11
"If any man's work shall be burned
, he shall suffer loss: but he himself shall be saved
; yet so as by fire
." 1Co 3:15
"The sinners in Zion are afraid; fearfulness hath surprised the hypocrites. Who among us shall dwell with the devouring fire? who among us shall dwell with everlasting burnings
?" Isa 33:14
Very next verse...
"He that walketh righteously
, and speaketh uprightly
;" Isa 33:15
To consider what many Christians today believe, we would then have to conceive of a God who will torture most of humanity in a literal Lake of Fire for all of an eternity. My only question: how is spirit burned with literal fire?
As for the question of heaven, the gospel of John verse 4:24 says, "God is Spirit" - if God is spirit and invisible (Col 1:15), why would He need a physical dwelling place? The bible tells us that God is everywhere.
"But will God indeed dwell on the earth? behold, the heaven and heaven of heavens cannot contain thee..." 1Ki 8:27
"Whither shall I go from thy spirit? or whither shall I flee from thy presence? If I ascend up into heaven, thou art there: if I make my bed in hell, behold, thou art there. If I take the wings of the morning, and dwell in the uttermost parts of the sea..." Psa 139:7-9
Paul said he was caught up into the third heaven. "...such an one caught up to the third heaven." 2Co 12:2
It's unmistakable that Heaven and Hell are not physical locations, not to mention that the actual word "Sheol" is translated hell