I can name two religious groups which purport to answer your question.
If I understand correctly, the Urantia cult claims that God has his throne in the center of the Universe, on the Isle of Paradise:
Master Universe - Horizontal
According to the Mormons, God lives on a planet called Kolob with thousands of wives.
You and I and everyone else in this world lived a previous life in this world, where we could see God with our own eyes.
We chose to come to this world, realizing that it is in the interest of our spiritual growth.
Here, our faith in God is tested, since we cannot see God here.
If you live a good Mormon life, tithe regularly to the Mormon church, and get married in a Mormon temple, you may someday get equipped with your own two worlds, just like the God which which we live under.
Lost in Space Mormon Doctrine « Book of MormonismsForbidden