Hi Elena. 'Who did you go with?' is more natural, but it is incorrect because whom is the correct form to use when it is an object, and also, it is grammatically incorrect to end a sentence with a participle (this is called a 'dangling participle'.) 'With whom did you go?' is technically more correct; however, no one speaks like that because it's extremely formal, so in casual conversation, use 'who did you go with?' and save the other question for more formal settings.