"At" is such an odd preposition. :) I'll just give my interpretation of both sentences... "DO you know where he is?" - a simple question directed at someone: "where is he?" "Do you know where he is at?" - slightly similiar to the above, but "at" tells me that you know the person is moving along a process, and you wish to know which point in that process he has reached. By "process", this can mean mentally, physically (ie. location) or even progress in work. The problem is, I realise English textbooks don't condone adding "at", which I find to be unhelpful advice.

Both has the same meaning but with a subtle difference. When you use the word, "at", it implies a location. Where is he? a general question on where the person is. (could be dead under on the ocean floor!) Where is he at? asking for the location where the person is.

If a Chinese student asked this question to his teacher , the answer might be : "where" is a adverb , so you should use " he is " instead of " he is at " . By the way , sometimes I am confused , too .

You are asking to find his physical location. Both forms of the question ask the same thing.

"he is" is correct.