Where is thermostat located on 1995 Saturn SC1 1.9L engine?

Welcome to 10w40.com. It is located on the upper radiator hose, it should have its own housing, need to remove housing. Steps to take when replacing. # Drain some coolant into a clean container until the coolant level is below the thermostat housing.
# Remove the upper radiator hose connection from the thermostat housing.
# Loosen the housing bolts and remove the housing.
# Remove the gasket and scrape it carefully from the surface of the housing and the mounting surface on the engine. If the gasket remains on either of the surfaces, there will probably bea coolant leak after reassembly. Some engines use a rubber O-ring to seal a thermostat housing.
# Compare the size of the thermostat to the old one. They are of different sizes, types, and temperature ratings.
# The temperature rating is stamped on the sensing bulb on the bottom of the thermostat. The temperature bulb faces the block.
# When replacing a thermostat, be sure that the thermostat fits into the groove in the block or outlet housing. If the thermostat is installed upside down, the engine will overheat.
# Install the gasket.
# Reinstall the thermostat housing. Refill the system and run the engine or pressure test to check for leaks. Good luck.

Thanks, Sam.