You may also be looking for the PlayStation level of the same name.
Gorgon is the home world of the heroic Gorgonites. In the film, Archer and the Gorgonites were programmed to look for their home world so they can be safe from the evil Commando Elite. They leave to find it when Alan puts the Gorgonites on a model ship and sets them out to a river. It is definitively not seen in the film but, the story of the Gorgonite home world is explored in-depth in the PlayStation 1 game.