SIG-Sauer was originally a joint venture between SIG of Switzerland and John Sauer and Sons, a German gun maker. SIG designs were manufactured by the joint venture in Germany. I believe SIG bought Sauer at some point, and now owns both Sauer and SIG-Sauer.
SIGs (SIG-Sauers) sold in this country made be totally made in Germany, or may be partially made and fully assembled in the US. In general, all frames are made in Germany or in Swizerland. Some slides are made in this country for pistols sold here. Depends on the model.
For example, The P228 is fully made in Germany. It says "Made in Germany" on the slide, on the right side near the barrel.
On the P226, on the frame on the right side near the barrel, says:
"SIGARMS INC. EXETER NH
FRAME MADE IN GERMANY"
The P226 slide is made in the US, the frame is made in Germany, and the firearm is assembled in the US.
The SigPro 2340, on the frame on the left side above the trigger says: "Frame made in Switzerland". On the slide it says "SIG Arms Inc EXETER-NH-USA". The slide is made, and the gun assembeld, in the US.