In the National Archives. If memory serves, it was found on the floor of the limousine, but I couldn't confirm that with a quick Google.
That was the so called pristine bullet. There should be two bullets in the archive if the one that hit Kennedy’s head was mostly intact.
Two bullet fragments were found on the floor of the limo from the shot that hit the President’s head. I believe there is a question as to if the bullet fragmented into those two pieces as a result of passing through the skull, or if was a result of it striking the limo.