Is the a geographical location on earth where the sun does not go down?
The short answer is no. Every place on the surface of the earth (unless obstructed by something) sees the sun at least some time during the year. Every place sees the sun almost exactly the same amount of time as everywhere else, when averaged over the year. (Places in the Southern Hemisphere see the sun for a minutely shorter time than those in the Northern Hemisphere, caused by the fact that during Southern summer, when the south gets the most light, the earth is moving faster in its orbit around the sun than in June, Northern summer. Southern summers end faster, astronomically at least.