Bike Friday make theirs in Eugene, Oregon. Machka and I visited the factory when we took delivery of our Pocket Llamas.
The process starts with a press that ovalises the main tube from round stock. Of course, the add-on parts aren't made in the factory, but are still assembled there to make a complete bicycle. The comparatively small size of the factory surprised me, but irrespective of that, they do a fine job in designing and making the bikes.