Movies are overwhelmingly made _by_ American studios but I don't know if they are overwhelmingly _made_ (shot) in the US. It's very common to shoot in a location that gives tax incentives. E.g. Vancouver used to be (potentially still is) a common production location.
Vancouver and Toronto were very often used as stand-ins for shows based in places like Chicago, Seattle, NYC and many others. Might still be, but I barely consume that sort of media nowadays.
It made watching TV shows like Stargate SG1 additionally amusing though -- every planet they visited was basically some location near Vancouver. Me and friends used to joke about how much like carcinisation is a thing in evolution, in the Stargate universe all planets eventually ended up looking like British Columbia.
Iirc, either Carter or Daniel Jackson pretty much said something along those lines in one of the later seasons. Not the BC part specifically, but about why stargates were usually on planets pretty comfortable for humans.
But the overarching point is that even shows where at least one of the actors (RDA) were given an award by the US Air Force for their depiction of the branch, were largely filmed outside the US.