Updated 2012-08-28 00:24:26 by RLE

Wherever the script registered with package unknown is programmed to look. That is, this is completely application configurable.

MG Slightly related, you can check which files were loaded/sourced by a package by using package ifneeded:
 (User) 1 % package require Tk
 8.4
 (User) 2 % package ifneeded Tk 8.4
 load {C:/Program Files/Tcl/lib/tk8.4/../../bin/tk84.dll} Tk

Thanks to a pointer from DGP on Tcl chat about the use of package unknown, here is a proc to return the command that will be used to load a package without actually loading it. If you do not mind the package being loaded, you could just do package ifneeded foo [package require foo] instead.
proc get_package_load_command {name} {
    # Get the command to load a package without actually loading the package
    #
    # package ifneeded can return us the command to load a package but
    # it needs a version number. package versions will give us that
    set versions [package versions $name]
    if {[llength $versions] == 0} {
        # We do not know about this package yet. Invoke package unknown
        # to search
        {*}[package unknown] $name
        # Check again if we found anything
        set versions [package versions $name]
        if {[llength $versions] == 0} {
            error "Could not find package $name"
        }
    }
    return [package ifneeded $name [lindex $versions 0]]
}