"Which place are you going to?"
Translation:किस जगह जा रहे हो ?
The verbs जाना and आना have the को somehow "included", so you don't write it but the grammar acts as if it is there.
An other example of the missing ko: You say "मैं तुम्हारे घर जाता हूँ" instead of "मैं तुम्हारा घर जाता हूँ" -> the ko is not there, but nevertheless you use oblique case (as if it where there). You sometimes read the word "ghostposition" instead of "postposition" for this fact.