Without context, I would say that "I don't know where I am" is the most natural way to say this.
But, for example, let's say you were having a conversation...
"You need to get here as soon as you can."
"Okay, where are you?"
"Nevermind, just get here right away"
"Yes, but I don't know where 'here' is! Tell me where you are so I can get there."
In odd contexts like that, it can work.