You may also be looking for the PlayStation level of the same name.
Gorgon is the homeworld of the Gorgonites. In the film, Archer and the Gorgonites were programmed to look for their homeworld so they can be safe from the Commando Elite. They leave to find it when Alan puts the Gorgonites on a model ship and sets them out to a river. It is definitively not seen in the film. The story of the Gorgonite homeworld is explored in-depth in the PlayStation 1 game.