Most toys are made in China in order to cut costs. Sifting through which compnaies and which specific toys and lines are made in China is difficult. The big American brands often mix and match where they manufacutre each toy in there lineup. Also, there are many smaller scale toy manufacturers that are local to EU and US. It is important to note that higher quality toys last longer, so if you have more than one child, it makes sense to purchase higher quality toys.
Baby Bottles
Most baby and toddler bottles are made in China. Some high quality bottles can be found made in EU and USA though.