Where did we stop last week?

[Silverobama]

I taught one of my students last week but I don’t remember which chapter and unit of the book we stopped. Is it natural to ask:

Where did we stop last week?

 

[teechar]

I taught one of my students last week but I don’t remember which chapter and unit of the book we stopped at.

You need that "at". Otherwise, you'd be using the verb "stop" transitively (which chapter we stopped), which doesn't make sense here.

Where did we stop last week?

Yes, that's fine.