Though this must be assumed, research indicates that Gog most likely comes from an area of Iraq just North of Bagdad. This, however, is only speculation. Because Gog appears to mean a person and not a place as a nation mentioned in Ezekiel 38-39, he could come from one of the other nations not mentioned.
The following should be mentioned in trying to place these nations: from Jamieson, Fausset, Brown Commentary: GROTIUS explains Gog as a name taken from Gyges, king of Lydia; and Magog as Syria, in which was a city called Magag [PLINY, 5.28].