He was in Afghanistan until the assault to capture him on Tora Bora, when he escaped to because the US was distracted trying to invade Iraq. Because Bush made shit up.

https://www.govinfo.gov/content/pkg/CPRT-111SPRT53709/html/CPRT-111SPRT53709.htm

But the Al Qaeda leader would live to fight another day. Fewer than 100 American commandos were on the scene with their Afghan allies, and calls for reinforcements to launch an assault were rejected. Requests were also turned down for U.S. troops to block the mountain paths leading to sanctuary a few miles away in Pakistan. The vast array of American military power, from sniper teams to the most mobile divisions of the Marine Corps and the Army, was kept on the sidelines. Instead, the U.S. command chose to rely on airstrikes and untrained Afghan militias to attack bin Laden and on Pakistan's loosely organized Frontier Corps to seal his escape routes. On or around December 16, two days after writing his will, bin Laden and an entourage of bodyguards walked unmolested out of Tora Bora and disappeared into Pakistan's unregulated tribal area. Most analysts say he is still there today. The decision not to deploy American forces to go after bin Laden or block his escape was made by Secretary of Defense Donald Rumsfeld and his top commander, Gen. Tommy Franks, the architects of the unconventional Afghan battle plan known as Operation Enduring Freedom. Rumsfeld said at the time that he was concerned that too many U.S. troops in Afghanistan would create an anti-American backlash and fuel a widespread insurgency. Reversing the recent American military orthodoxy known as the Powell doctrine, the Afghan model emphasized minimizing the U.S. presence by relying on small, highly mobile teams of special operations troops and CIA paramilitary operatives working with the Afghan opposition. Even when his own commanders and senior intelligence officials in Afghanistan and Washington argued for dispatching more U.S. troops, Franks refused to deviate from the plan. There were enough U.S. troops in or near Afghanistan to execute the classic sweep-and-block maneuver required to attack bin Laden and try to prevent his escape. It would have been a dangerous fight across treacherous terrain, and the injection of more U.S. troops and the resulting casualties would have contradicted the risk-averse, ``light footprint'' model formulated by Rumsfeld and Franks. But commanders on the scene and elsewhere in Afghanistan argued that the risks were worth the reward. After bin Laden's escape, some military and intelligence analysts and the press criticized the Pentagon's failure to mount a full-scale attack despite the tough rhetoric by President Bush. Franks, Vice President Dick Cheney and others defended the decision, arguing that the intelligence was inconclusive about the Al Qaeda leader's location. But the review of existing literature, unclassified government records and interviews with central participants underlying this report removes any lingering doubts and makes it clear that Osama bin Laden was within our grasp at Tora Bora. For example, the CIA and Delta Force commanders who spent three weeks at Tora Bora as well as other intelligence and military sources are certain he was there.