This is one of Shakespeare's best known lines - from, of course, Romeo and Juliet, 1592.
The 'wherefore' here means why rather than where. What Juliet is asking, in allusion to the feud between her Capulet family and Romeo's Montague clan, is 'Romeo, why are you a Montague?'. Their love is impossible because of their family names and she asks him to change his allegiance, or else she will change hers.
O Romeo, Romeo! wherefore art thou Romeo?
Deny thy father and refuse thy name;
Or, if thou wilt not, be but sworn my love,
And I'll no longer be a Capulet.