Yes, in the fallopian tubes. Primary oocyte is ejected from the follicle (in the ovary) into the abdominal cavity as a secondary oocyte. I'm assuming the first polar body goes out into the body cavity as well. Fimbriae move the secondary oocyte into the fallopian tube. I doubt they are selective, so that's why I figured the first polar body might end up in there as well.
Then the sperm comes along and fertilizes the secondary oocyte. Upon fertilization, the cortical reaction occurs, which prevents additional sperm from fertilizing the now fertilized secondary oocyte. Following the cortical rxn, the egg completes the second meiotic division (remember, the secondary oocyte is suspended in metaphase II) resulting in the second polar body.
So, even if the first polar body doesn't make it into the fallopian tube, there is still a second polar body, which presumably is a haploid cell since meiosis 2 is the same as mitosis. So what's stopping sperm from fertilizing the second polar body?