I've seen people say everything from western Russia, central Russia and Anatolia
The Indo-Aryans originally started off as speakers of a dialect of Proto-Indo-European, which was spoken north of the Caucasus in the Pontic Steppe of Southern Russia and the Ukraine.
These people gradually left other Indo-European speakers, though they were still in contact with speakers of Proto-Balto-Slavic, Proto-Armenian and other Satem languages.
Early loanwords in Finno-Ugric point to an Indo-Aryan presence near the Uralic homeland, and archaeological evidence points to the origin of the Indo-Aryan migrations as being the Sintashta culture of the northern Eurasian Steppe, on the border of Eastern Europe and Central Asia.
These people gradually moved south, and came into contact with the BMAC Civilization, adopting religious practices, architecture, and agricultural practices.
They then moved into Bactria before diffusing into various linguistic groups, primarily the Iranian and Indic groups. The Indic group headed east into India, and mixed with the native populations of the region. For example, the Dravidian substratum in Indic points to a large second speaker population at one point.
The Iranian group would not head further west for a few more centuries, but they would eventually come to dominate the Iranian plateau and replace languages like Elamite.
Loanwords from Proto-Indic to Proto-Iranian seems to indicate that the Proto-Indic speakers would have formed the vanguard of the migration, and were the first to encounter other languages and people.
With all that said, the Indo-Aryan migration was primarily a linguistic one, and the genetic composition of most modern-day Indo-Aryan speakers still remains largely indigenous to their regions of origin.
Follow up question. Why is there controversy over this in India?