Where did Nicholas II of Russia abdicate?

At the Winter Palace in Petrograd/St Petersburg. (first answer)

Despite whom ever answered your question above, and I mean no offense to that person at all. Their answer to you is wrong in all parts of the answer, completely wrong.

In March of 1917, The Emperor, Nicholas II was away at the military grounds at the Stavka, Mogliev (spl.) When he got word, by telegram and verbally that his children were ill, and that his family wished to pack up quickly and ''beat feet'' to see him and be safe with he, he opposed the idea for he decided it was paramount he leave the military ground and travel back to his family, and ill children. As the Imperial train made it's way back to Tsarskoye Selo (which is 14 miles or so outside of the then Imperial Capital (Sankt-Petersbourg))

A liaison and group of radicals, and soldiers angrily stopped his train from making any further movement back towards the capital, and his family. The radicals, who were also part of the failing DUMA (the State Parliament) forced the Emperor to resign his rights to the Imperial dynastic call of order, and the Imperial throne. He was forced to abdicate, which by all rules and law in the Imperial order and Church, when a ruler or monarch is crowned Emperor or King, or Tsar or Queen/Empress or Tsaritsa etc, they take the oath, and the Holy Unction. So what the Bolsheviks and radicals did was force on Nicholas II his abdication, which was breaking a Holy sacrament in all respects of it. Nicholas II, signed the papers where in no place in written word did it say ''abdicate'' it only said: ''I _____________(blank filled in by person signing documents) resignate my rights to do anything with the Imperial Government, and the Parliament.

After he did that, and with some consultation he abdicated for his son Tsarevich Alexei, which was really a personal favour by him, so his family wouldn't be torn apart. He then turned the Imperial throne over to his younger brother, Grand Duke Mikhail Alexandrovich, who for a few hours was Tsar Mikhail Alexandrovich III, but Nicholas II's brother turned the offer away in effect ending the almost 305 year rule of the Romanov Dynasty.

After which, Nicholas II now the former Emperor continued on his journey to comfort and protect his family, who had formally been put under arrest at the Alexander Palace in Tsarskoye Selo. Several months later, they were escorted by train to Tobolsk, where they lived in relatively good confinement, were allowed to have walks in the garden and exercise, have good meals, etc... Then in 1918, they were sent into Ekaterinburg, which would be their final place of confinement. On July 17th, 1918, They were all herded into a cellar room in the Ipatiev House, along with Grand Duchess Anastasia's pet dog jemmy, and Empress Alexandra's chamber maid, Anna Demidova, and the Tsar's valet, Alexei Trupp, and a palace cook, Ivan Kharitonov, and the family physician, Dr. Evgeny Botkin and brutally murdered and buried without a proper burial, without a trial, convicted of crimes against Russia...

I hope this is a good answer for you God Bless!