Can you say “回去 ____" （A location？）
You should say 回___去. And usually you can omit 去. 

e.g:


回家去。/回家。 
回火星去。 /回火星。


There're only some subtle differences in tone and emotion depending on the context. 

While some would suggest that 回去___ is grammarly correct, usually it is phonetically strange. 

As a native speaker, I would prefer 回家去吃饭 over 回去家吃饭. The logic (if there are any) behind this is that both 回家 and 吃饭(or anything you go home to do) can be used standalone. Connecting them with a single 去 sounds smoother than split 回家 and insert a 去 in the middle.