Explanation:

- The Tilaiya Ultra Mega Power Project is indeed located in Jharkhand, which lies in the eastern part of India and is known for its mineral wealth.

- Option 1: Gujarat is a western state known for its vibrant culture and industrial growth, but it's not the location for the Tilaiya project.

- Option 3: Maharashtra is another major industrial state in the west, housing cities like Mumbai, but doesn't host the Tilaiya project.

- Option 4: Madhya Pradesh is the central Indian state often noted for its rich history and heritage, and it's not related to the Tilaiya project.