The Philae lander's last observed location in September 2016 is on the comets smaller lobe, settling there after a few bounces following a 2 hour "flight". It is reasonable to assume that it is still there or nearby, but 67P is a comet, and even though it does not get closer than 1.24 AU from the Sun, there is always a possibility that it might have moved due to some surface event, since the local gravity is only about 1E-04 that of Earth's.
The visual confirmation came just 2 weeks prior to rosetta's own comet landing date. You can find more pictures and a detailed description of Philae's adventures on the Rosetta blogpost dated Sept-05-2016 Philae Found!, which is also the source of the image below.
The images were taken on 2 September by the OSIRIS narrow-angle camera as the orbiter came within 2.7 km of the surface and clearly show the main body of the lander, along with two of its three legs.
The images also provide proof of Philae’s orientation, making it clear why establishing communications was so difficult following its landing on 12 November 2014.
Philae was last (previously) seen when it first touched down at Agilkia, bounced and then flew for another two hours before ending up at a location later named Abydos, on the comet’s smaller lobe.
In the comments, Uwe posted a link with a detailed explanation of how the lander was found, which includes a diagram that very clearly shows the location of the site: