Where do the remains of the Sage of the Six Paths lie? After the Sage of the Six Paths died, what happened with his remains? Did he seal himself from somewhere or did his clan bury his body elsewhere? Did those become the Tailed Beasts?
The Sage of Six Paths has passed away and the whereabouts of the remains are unknown. There is actually no substantiating proof that he actually existed, which is why a lot of people also think it is just a myth. 

And you can't revive him with Edo Tensei unless you have his DNA.

Of course, it is pretty safe to assume he did exist though. While the shinobi might not believe of his existence, the people reading/watching Naruto have more insight about the history of shinobi.

As for why his remains are unknown, he probably made this intentional so he wouldn't be revived in the future.