The manufacturing plants are in Hiroshima Japan, Nishiura(Yamaguchi) Japan, Michigan(AutoAlliance), one in Spain(it's a Ford/Mazda line), and one or 2 other ones around the world. The Mazda Design Center is in Irvine with the MNAO headquarters, MME in Frankfurt Germany, Mazda R&D center in Yokohama Japan, and AutoAlliance in Thailand. The Miyoshi Proving Grounds are in Hiroshima(main grounds), and the Nakasatsu-nai Winter Weather Endurance Test Grounds in Hokkaido Japan.
And that newest Mazda 6 Commercial? It's filmed somewhere in Europe, the same place where the Protege 5 commercial was filmed.