From an earlier post in this thread:
http://www.msnbc.msn.com/id/16389128/

Saddam has been held at a U.S. base near Baghdad airport, but the place of execution has been kept secret.
According to NBC Nightly ‘news’ (tonights broadcast), the gallows were on a U.S. military base.


(I’m on a dial-up connection at the moment, so I’ll leave it to somebody else to track down this detail if it is deemed important.)