When you entered the United States, you may have been provided with Form I-94 (Arrival/Departure Record) by U.S. Customs and Border Protection (CBP) at the port of entry. The Place of Last Entry is generally the city you arrived in on your last visit to the U.S. This can usually be found in a stamp in the upper right hand corner of the I-94. If you do not have Form I-94, refer to your passport for the place of last entry into the U.S.
If you arrived to the United States via air or sea after May 2013, CBP probably did not issue you a paper I-94. Your I-94 Arrival/Departure Record is available electronically. Go to Where can I find my electronic I-94 record?
If you entered the U.S. without inspection (without papers), there is no official record of your entry. You will have to use a "Place of Last Entry" based on a best estimate of the location.
CitizenPath offers a quick and simple way to prepare your Form I-765, Application for Employment Authorization.