ASML's EUV light sources are made in San Diego (ex Cymer) and many of their EUV twin scan machines are made in Wilton, CT. So oddly it seems they outsource to the US.
"ASML San Diego is responsible for the R&D and manufacturing of EUV light sources for lithography systems. Cymer focuses on DUV light sources." From ASML's website.
ASML San Diego was part of their joint research before acquisition.