Question: I was watching a Chinese show today, where they said '蛮舒服'. Since I've never heard 蛮 before I looked it up, and the dictionary tells me that 蛮 is only used as 'quite' in dialect. Now my question is, where?

Answer: 
As others have said, 蛮 is not exactly dialectal. Most Chinese speakers would understand what you mean if you use it to mean "quite."

However, it should be noted that it is colloquial--it shows up in spoken Chinese but rarely in print, hence your discovery of it on a Chinese TV show. In fact, some native Chinese speakers will confuse 蛮 with 满 when asked to write the word down.
“蛮舒服” means “比较舒服”, 蛮 expresses some extent like “还可以”（It is fine/OK.） It does not saying very "舒服", or you are just expressing some feeling that you feel comfortable. You don't want to stress that it is comfortable very much.