Many note-taking applications tout that they provide "a single place for all your notes." Most of them provide you with the means to keep everything in one place. The only thing is that some do so more easily and provide you with better tools than others to "process," i.e. to categorize, order, connect, and summarize them. Which tool you chose, will depend, at least to some extent, on personal preferences.
But whichever tool you choose, it is best to keep all notes in one place. It's advisable not to fragment one's "external memory."