You mean the same lens made in different countries, if different lenses its hard to compare as construction of the lenses are different, lens coating might also be different. VR/IS and non-VR/IS also hard to compare.
Same lens usually will be made in the same country and the companies would have very stringent QA/QC for these lenses, so I don't think the performance would be affected much, even though most of the higher lenses from each brand are usually made in Japan.
Assuming that China, Thailand and Japan manufacture one same lens, I don't think there will be any difference in the quality since these lenses will be made with materials approved by the brand itself. Quality control will be very stringent since the company's reputation is at stake here.
I will only be dubious if the lens is labeled Sany, or Canun, or Nikan. Otherwise, it shouldn't be a cause for worry.