According to Wikipedia, most is made in USA. I'm sure there are a lot of China made add-ons and accessories.
"Components manufactured in Osceola, Wisconsin and the vehicle assembly in Roseau, Minnesota. The vast majority of powertrain and vehicles for the off-road line are manufactured in the Osceola and Roseau facilities, respectively."

"The company manufactured motorcycles through its Victory Motorcycles subsidiary until January 2017, and currently produces motorcycles through the Indian Motorcycle subsidiary,[4] which it purchased in April 2011"

Interesting, I didn't know they made the Indian Motorcycles...