Discrimination: Where Do You File a Discrimination Case Against Your Employer

For a long time, I am subjected to discrimination and harassment from my manager. I do have lots of emails and other proof to make my case, and I am looking to file a case against the company and the manager. My company is large, headquartered in Indiana, and has offices all over US including NJ, and OH. I work in NJ and my manager is in OH.
Where the case should be filed?
- New Jersey since I am based in NJ and company does have office in NJ
- Ohio where manager is based
- Indiana where company is headquartered

Discrimination: Where Do You File a Discrimination Case Against Your Employer