They are actually located all over the globe, but market leader Evolution Gaming currently have studios in Latvia, Malta and Canada. They are apparently now looking to open up some in the US, following the recent legislation changes.
PlayTech, another major player, just opened a huge studio in Riga, Latvia as well. This seems to be the most popular location for main studios of large providers. Lucky Streak is another company with studios here.
Then you have some providers with studios in Costa Rica, such as Ezugi. Extreme Live Gaming stream from the UK, while NetEnt have a large studio in Malta.
For a good live casino games selection and access to just about all studious in the industry, we recommend joining Leo Vegas Casino. Their live game library is outstanding and includes multiple dedicated tables for blackjack and roulette, from Evolution Gaming.