China. Same factory that made/makes the 'Norinco' 870 clones. Some posters mention that the 12.5 inch Grizzlys (I think this is the correct plural in this case as 'Grizzly' is a proper noun in this context) are almost identical to the Norinco 14 inch 870 clones save for the difference in length.
Can-am mentioned at some point that unlike any other PRC firearms factory, the shotgun one they are dealing with has its own export permits and does not need to go through the Norinco export group; possibly why they have them branded under the Dominion Arms name.