Radon is an odorless, tasteless gas that occurs in nature. It can be found anywhere. On the periodic table, it is element Rn, and is found on the right edge, beside astatine. But, I doubt that's what you really mean...
The real question: where are dangerous radon levels found?
The short answer is in buildings. Only in enclosed spaces can radon concentrations become high enough to become a lung cancer risk. And, since radon occurs naturally in the ground, it often seeps into homes through cracks in cement floors and walls. Homes with basements are especially vulnerable to this seepage, as basement floors and walls are more prone to cracks. In some cases, radon may also enter a house through the water supply; but this isn't very common.
In terms of geography, radon can occur pretty much anywhere. But, regions with granitic soils seem to be the most prone. In North America, for example, states like Florida and the majority of Texas are at a low risk of radon gas, while Montana or Maine are almost uniformly areas of high radon potential. Broadly, then, we could say that the radon risk in the United States is higher in the North than in the South. However, we should always be wary of making such blanket statements. It's a good idea to take a look at the EPA's radon map of America, no matter where you live!
In the United States, it is estimated that close to 7% of homes have a dangerously elevated concentration of radon, making it a widespread and democratic threat.
If you've checked the EPA map and have found that you live in an area with a high or moderate radon potential, you should contact your local health authorities, or simply purchase and use a radon test kit. These are cheap, easy to set up, and are the only way to know how much radon you have in your home.
Where is radon found?