The Bombay High Court, one of the oldest High Courts in India, has multiple benches located in various cities. These benches are established to ensure better access to justice for the people living in different regions.

Option 1: Nagpur - This is not the correct answer. The Bombay High Court does have a bench in Nagpur.

Option 2: Panaji - This is also not the correct answer. The Bombay High Court has a bench in Panaji, which is the capital city of Goa.

Option 3: Pune - This is the correct answer. The Bombay High Court does not have a bench in Pune. However, there is a separate High Court in Pune called the High Court of Judicature at Bombay bench at Pune.

Option 4: Aurangabad - This is not the correct answer. The Bombay High Court has a bench in Aurangabad.

In conclusion, the Bombay High Court does not have a bench in Pune.