Let's say you find a henchmen and defeat him, but fail the check required to close the location. Can the next player move to that location and attempt to close it, or do we have to wait until we've gone through every other card in that location?
You need to earn the opportunity to attempt to close it again. You get that opportunity by defeating a henchman from the location that grants an opportunity or by being at an empty location near the end of your turn.
Assuming the henchman was banished when defeated (which is typical), you won't get another opportunity until the location is empty.
But all is not lost. You can try to force the villain there by defeating the villain elsewhere. And there are a couple of scenarios where defeated henchmen move to other locations. Keep those things in mind. And good luck!
Ah that's rough, but thank you for the quick response.