Answer by taking a quote from the following article:

O'Neill was born in a hotel, the Barrett House, at Broadway and 43rd Street, on what was then Longacre Square (now Times Square). A commemorative plaque was first dedicated there in 1957. The site is now occupied by 1500 Broadway, which houses offices, retail, and ABC Studios. He was the son of Irish immigrant actor James O'Neill and Mary Ellen Quinlan, who was also of Irish descent.

After suffering from multiple health problems (including depression and alcoholism) over many years, O'Neill ultimately faced a severe Parkinsons-like tremor in his hands which made it impossible for him to write during the last 10 years of his life; he had tried using dictation but found himself unable to compose in that way. While at Tao House, O'Neill had intended to write a cycle of 11 plays chronicling an American family since the 1800s. Only two of these, A Touch of the Poet and More Stately Mansions, were ever completed. As his health worsened, O'Neill lost inspiration for the project and wrote three largely autobiographical plays, The Iceman Cometh, Long Day's Journey into Night, and A Moon for the Misbegotten. He managed to complete Moon for the Misbegotten in 1943, just before leaving Tao House and losing his ability to write. Drafts of many other uncompleted plays were destroyed by Carlotta at Eugene's request.  O'Neill died in Room 401 of the Sheraton Hotel (now Boston University's Shelton Hall) on Bay State Road in Boston, on November 27, 1953, at the age of 65. As he was dying, he whispered his last words: "I knew it. I knew it. Born in a hotel room and died in a hotel room." Dr. Harry Kozol, the lead prosecuting expert of the Patty Hearst trial, treated O'Neill during these last years of illness. He also was present for O'Neill's death and announced the fact to the public.  O'Neill is interred in the Forest Hills Cemetery in Boston's Jamaica Plain neighborhood.  In 1956 Carlotta arranged for his autobiographical play Long Day's Journey into Night to be published, although his written instructions had stipulated that it not be made public until 25 years after his death. It was produced on stage to tremendous critical acclaim and won the Pulitzer Prize in 1957. This last play is widely considered to be his finest. Other posthumously-published works include A Touch of the Poet (1958) and More Stately Mansions (1967).  The United States Postal Service honored O'Neill with a Prominent Americans series (1965-1978) $1 postage stamp.

where was he buried?
O'Neill is interred in the Forest Hills Cemetery in Boston's Jamaica Plain neighborhood.