Yes the EUV/DUV light source itself is researched, developed, and manufactured in California.

ASML was permitted to acquire Cymer in 2013 during the Obama administration under a strict technology sharing and export control agreement with the US government.

The R&D, technology, manufacturing, and all other operations had to remain in the US.

https://www.asml.com/en/company/about-asml/cymer

Thanks, very interesting!