I defeated a henchman and wanted to close the location. It said summon a henchman and defeat to close location. I failed to defeat, so henchman goes back in box. On next turn can I try to close location again or do I have to turn all cards in that location to be able to attempt closing again ? Thanks.
You have to get another opportunity before you can attempt it again. That likely means emptying the location. You can also try to chase the villain there.