A good question with many many answers.

As Daniel said, it depends on the manufacturer. Most makes will have a sticker inside the machine on the power supply/transformer, or a sticker on the side of the inside cabinet, or on the rear of the backbox, but if none of these help, u have to study the Internet Pinball Data Base serial numbers log (list of logged serial numbers) and using that data, you can tell mostly by seeing what your serial numbers are compared to what people from other countries have logged their machines as etc.

It can be complicated, but it is achievable.   Dont use the coin mechs as a guide if u see a Australian set fitted cause they could have been added recently. If the machine has Italian or German or USA coin mechs, well then its not difficult to tell where it has probably come from.

When the time is right, u can post the information u find on the machine (serial numbers) and I will be happy to do some detective work for you.

I know which country every one of my machines has come from, and its interesting.  The most interesting is a Tales From the Crypt which was delivered brand new to China (China country origin stickers inside from manufacturer). Hope it helps.