I made a little check on the web and found how is easy to prove if you Nokia N9 is built in Finland or China. Just open the SIM door and take out the holder. On that holder you will see the text where the phone was build up (Made in Finland ...).
Personally I am a huge fan of Nokia N9 and it makes me happier to see it built in European Union instead of other countries like other manufactures are doing. You can also check the manufacturing video below which was made in Finland. I am sure that Nokia made a big mistake dropping the MeeGo system, because it was the best one.