... Great Britain
Firstly, did you know that apples are originally from Asia? They've been in America probably as long as Europeans have. Apparently, those who settled in Jamestown brought apple seedlings with them from Europe, and planted the cuttings in their new homeland. Although those apples were used for cider rather than dessert.
The pie however, originates from the British Isles. The first recorded recipe was in England, 1331 and included figs, pears, saffron, and raisins, as well as apples, of course.
The pies of the time also didn't include sugar, and their pastry crust was known as coffyn pastry which was actually intended as an inedible container, not part of the pie. Interesting!