I thought all Samsung phones were made in Korea. Got a SGS3 and it's made in China. Still is a great device though, but I must admit I was disappointed in seeing that.
I believe the majority of S3's have many of their components made in China, but they are assembled and tested in Korea (South Korea, of course). Some versions of the devices are made in Vietnam, and I believe some are even assembled in Puerto Rico. A lot of it depends on regional demand, fluctuations in wages, and shipping costs; the latter two tend to be much lower in China unfortunately.
The truth of the matter is most gadgets are ultimately made or assembled (what they are calling it now) in China. If you look at the Apple I Phone's box, it is pretty much assembled there too. If you look at the small print of everything, most gadgets are made by slave labor in Eastern countries.