Seen at Grammar Girl:
Other than maintaining formality, there are two valid reasons you might want to use “which” instead of “where.” Many times, you can add a preposition before the relative pronoun “which” to make your sentence quite precise. For example, “The house at which I saw you” has a slightly different meaning from “The house in which I saw you.” If you use “where,” you lose the subtle distinction: The house where I saw you.
Read the original post.