Pretty much everywhere on Earth where there is liquid water there is life. The biochemistry that powers our cells only runs in liquid water. In the Universe liquids are rare, like Little Red Riding Hood liquids are very particular, requiring conditions that are neither too hot nor too cold. Much of the Universe is near 0 K (-273 C), which is way too cold, or inside in stars at thousands of degrees, which is way too hot. Saturn’s moon Titan is at a refreshing – 180 C, which is too cold for liquid water, but methane is liquid at this temperature. The image to the left is of the surface of Titan and the dark regions are huge lakes of liquid methane and ethane.
I guess this puts current fracking efforts into perspective, on Titan you don’t need to crack rocks to extract methane and ethane, a simple pump and siphon would do the job. The image was taken by NASA’s Cassini mission. There are more details on these lakes in a couple of lovely blog posts here and here. Titan and Earth may be the only bodies in the Solar System with lakes of liquids, and so the only places to sail ships between here and at least the next star.
But water is very odd liquid, and one of the ways it is odd, is that when it freezes it becomes less dense, and so lighter. This is why icebergs float on water, with bad results for the Titanic of course. But methane and ethane become more dense when they freeze, like almost everything apart from water; so no ethane- or methane-bergs.
I think it is an open question whether the oddities of liquid water are essential to evolving a sufficiently complex biochemistry to support life, or whether that could happen in liquid methane too. But it seems likely that chemistry-powered life would be hard to evolve without a liquid of some sort. Solids would not allow the reactions, and gases are very dilute so it seems hard to imagine packing the complexity life needs into a reasonable volume of a gas.