I think Waldo is at Belgium. I hear he really like Belgium waffles and cold weather. I also heard once that NASA hired him for a top secret mission where he went to mars to find organic life forms and stumbled upon an entire alien city where the aliens experimented on him and gave him the power to turn invisible. When Waldo got back to earth he used his superpowers to fight crime and create childrens books. He took down many criminals like osama bin ladin and kim jong un.  But believe the Belgium story more than any other one.