The play begins in front of the palace of Thebes, with Dionysus telling the story of his origin and his reasons for visiting the city. Dionysus explains that he was born prematurely, when Hera made Zeus send down a lightning bolt, killing the pregnant Semele and causing the birth. Some in Thebes, he notes, don’t believe this story. In fact, Semele’s sisters — Autonoe, Agave, and Ino – claim it is a lie intended to cover up the fact that Semele became pregnant by some mortal; they say Zeus' lightning was a punishment for the lie. Dionysus reveals that he has driven the women of the city mad, including his three aunts, and has led them into the mountains to observe his ritual festivities. He explains that while he is appearing, at the moment, disguised as a mortal, he will vindicate his mother by appearing before all of Thebes as a god, the son of Zeus, and establishing his permanent cult of followers.
Dionysus exits to go into the mountains, and the chorus enters. They dance and sing, celebrating Dionysus and adding details of his birth and the Dionysian rites. Then Tiresias, the blind and elderly seer, appears. He knocks on the palace doors and calls for Cadmus, the founder and former king of Thebes. The two venerable old men are planning to join the revelry in the mountains when Cadmus’ grandson Pentheus, the current king, enters. Disgusted to find the two old men in festival dress, he scolds them and orders his soldiers to arrest anyone engaging in Dionysian worship. He wants the "foreigner", whom he doesn't recognize as Dionysus in disguise, to be captured. Pentheus intends to have him stoned to death.
The guards soon return with Dionysus himself. His hands are bound, and he is disguised as a priest and the leader of the Asian Maenads. Pentheus questions him, his words showing both his skepticism and his interest in the Dionysian rites. Dionysus' answers keep the meaning hidden, only hinting at the truth Pentheus cannot see. Infuriated, Pentheus has him taken away in chains and locked up in his stable, where the guards attach the other end of their prisoner's chains to the hooves of an angry bull. Dionysus, being a god and powerful, breaks free and creates more havoc, razing the palace with an earthquake and fire. Dionysus is confronting Pentheus, when a herdsman arrives from the top of Mount Cithaeron, where he had been herding his grazing cattle. He reports that he found women on the mountain behaving strangely. First, some were sleeping quietly, or drinking wine while listening to flute music. Some were going into the woods "in pursuit of love". Some women were putting snakes in their hair, some were suckling wild wolves and gazelles. Some caused water, wine or milk to spring up from the ground. One woman had honey oozing from her thyrsus. The herdsmen and the shepherds made a plan to capture one particular celebrant, Pentheus' mother. But when they jumped out of hiding to grab her, the tables were turned, and the women pursued the men. The men escaped, but their cattle were not so fortunate, as the women fell upon the animals, ripping them to shreds with their bare hands. The women carried on, plundering two villages that were further down the mountain, stealing bronze, iron and even babies. When villagers attempted to fight back, the women drove them off using only their ceremonial staffs of fennel. They then returned to the mountain top and washed up, as snakes licked them clean.
Dionysus, still in disguise, persuades Pentheus to forgo his plan to defeat and massacre the women with an armed force. He says it would first be better to spy on them, while disguised as a female Maenad to avoid detection. Dionysus dresses Pentheus as a woman, giving him a thyrsus and fawn skins, and leads him out of the house. At this point, Pentheus appears not wholly sane, as he thinks he sees two suns in the sky, and believes he now has the strength to rip up mountains with his bare hands. He has also begun to see through Dionysus' mortal disguise, perceiving horns coming out of the god's head. They exit.
A messenger arrives to report that once they reached Mount Cithaeron, Pentheus wanted to climb an evergreen tree to get a better view and the stranger used divine power to bend down the tall tree and place the king in its highest branches. Then Dionysus, revealing himself, called out to his followers and pointed out the man in the tree. This drove the Maenads wild. Led by Agave, his mother, they forced the trapped Pentheus down from the tree top, ripped off his limbs, his head, and tore his body into pieces.
After the messenger has relayed this news, Agave arrives, carrying her son's head. In her possessed state, she believes it is the head of a mountain lion. She proudly displays it to her father, Cadmus, and is confused when he does not delight in her trophy, and his face instead contorts in horror. Agave then calls out for Pentheus to come marvel at her feat, and nail the head above her door so she can show it to all of Thebes. But Dionysus' possession begins to wear off, and Cadmus forces her to recognize what she's done. As the play ends, the corpse of Pentheus is reassembled, as well as is possible, the royal family is devastated and destroyed. Agave and her sisters are sent into exile, and Dionysus decrees that Cadmus and his wife Harmonia will be turned into snakes and lead a barbarian horde to plunder the cities of Hellas.

Question: Where do the women go to see Dionysus' rituals?
Answer: The mountains.