From "The Nostalgia Critic: The Magic Voyage (#4.15)"
So the Swarm Lord takes her back to his land... which begs the question, why did he bring her there to begin with?... and Pico vows to find her.
I'll find you... all the way across the ocean.
And you'll never guess where the Swarm Lord's land happens to be...
[shows a map of the USA in patriotic colors, while "The Star-Spangled Banner" plays in the background
That's right, America! What are the odds?