A question asked when someone has done something considered to be
awkward, strange, and/or just plain odd.
A rather literal analogy: When on a city bus/
train/subway/etc., you might meet some odd person. You might ask "Where do you get off?" as in asking what stop they get off at, wondering if they live in a neighbourhood with strange folk.
Probably not the true origin of the term, but that seems like a pretty
good guess if you ask me.
Guy 1: "So yeah, I like to run around naked with a
ball of wool in my hand, and my
cat chases me trying to get the
ball of wool. It's sooooo much fun!"
Guy 2: "Where do you get off?"