I always assumed made in Canada, but like @bill_k I've seen some indications that they may be made (and also sometimes copied) in China. I can't remember the brand, but I saw someone post an almost verbatim "copy" of a Dynamo with a Chinese face plate one time. I suspect it was just made by the same people and sold without markup (and with some minor changes).
I'll also note that you should take any claims made by Mr. Blume with a grain of salt. While I've loved my Coincident gear, over the years I've found that a number of his very explicit claims are simply not true.
For example, he once stated that no capacitors were used in the signal path of the Frankensteins, but there's a coupling capacitor right in the middle of the 6em7. He also states that the Coincident PRE's only use the finest capacitors from Mundorf, but mine had a cheap solen instead. He also likes to claim that he uses custom drivers in his designs, but upon contacting the manufacturer (Accuton), I learned that this was not the case. He just blacks out the model number so you can't look up parts as easily, and then charges almost double the true part cost.
Similarly, if you look at Arthur Salvatore's reviews of Coincident gear, you'll likely find that he has some different (better) parts than the model you'll receive upon ordering...
Love the gear, hate the approach.