While the original Z6 and Z7 models were initially made at the Sendai, Japan Nikon plant, production was moved to the Ayutthaya plant in Thailand in late 2020. All current (as of the date of this article) Z models are made in Thailand. All DSLR production was also moved to Thailand as of late 2021. Thus, all of Nikon's interchangeable lens cameras are made in the same factory in Thailand now.
Some parts for the Z cameras are still made in Japan, as well as other Asian locations.