Or possibly where they go; like so many parts of English-speaking culture, it is found in England. There, in (or surrounded by) the parish of St. Cuthbert Out,* you will find the village of Wookey Hole. Presumably, the furry, libbytarian sapients make their homes in the manner of Hobbits, though undoubtedly with higher ceilings.
How I found the place hangs a tale; you see, I was looking at Roman Engineering starting with bridges (some are stunningly lovely), got onto dams (there's a few left, mostly with silted-up reservoirs, wandered-away watercourses, or broken; all three, in some cases). This led to Roman mines and the Dolaucothi Gold Mines especially, from there to the lead mines at Mendip, from there to the caves likewise, and thenceward to....Wookey Hole. Ahh, they're a fiendishly subtle lot, they are.
Best side trip was here; even the articles I can't read well have fascinating photographs!
* As opposed to, of course, the parish of St. Cuthbert In. --He's not the patron of housecats, is he?
Introduction to Sim
5 months ago