I used to work for one of those Rockford screw companies that got killed off in the 90s. Still in the business with another fastener company.
The Camcar brand of socket screws are still made in the US. I understand that SPS is now making their socket screws up in Canada. Some HoloKrome are made in the US, but most in Asia.
Hex head bolts, Nucor A325 construction bolts are made in Indiana (not really part of the US). Infasco bolts are made in Canada. Be very careful of Fastenal, they got fined a big amount for violating the 'Buy american Act' on gov. contracts; said parts were US produced and they were actually from Asia.
There are a lot of US made fasteners, but almost all of them are sold to OEMs, not to consumers. Most of the fasteners used in Detroit automotive are produced in North America. There are screws being shipped from US to China to build some phones and disk drives, American mfg. is not dead.