USDM Mazda6s are built by AutoAlliance in Flat Rock, Michigan. They can be distinguished by different (chunkier) bumpers, taillamp pattern and few other quirks. I will try to list all US-built 6s I can find:

http://www.imcdb.org/vehicle_134215-Mazda-6-2002.html
http://www.imcdb.org/vehicle_84204-Mazda-6.html
http://www.imcdb.org/vehicle_105291-Mazda-6.html
http://www.imcdb.org/vehicle_115892-Mazda-6.html
http://www.imcdb.org/vehicle_124740-Mazda-6.html
http://www.imcdb.org/vehicle_126689-Mazda-6.html
http://www.imcdb.org/vehicle_50816-Mazda-6-2002.html
http://www.imcdb.org/vehicle_30991-Mazda-6-2002.html
http://www.imcdb.org/vehicle_44945-Mazda-6-2002.html

It can be assumed built in = USA for any future first-gen Mazda 6 found in the US or Canada, save for Mazdaspeeds, which get shipped from Japan.

Flat Rock also made 626s before, but I need some more research to be able to confirm particular examples.