An immersion lithography apparatus that includes a substrate holder on which a substrate is held, a projection system having a final optical element and that projects an exposure beam onto the substrate through an immersion liquid, and a liquid confinement member having an aperture through which the exposure beam is projected, a lower surface including a non-fluid removal area surrounding the aperture, and a liquid recovery outlet from which the immersion liquid is recovered, also includes a movable member. The movable member is movable relative to the liquid confinement member in a substantially horizontal direction, and has an opening through which the exposure beam is projected. The movable member has upper and lower surfaces that surround the opening, and is movable while a portion of the upper surface faces the non-fluid removal area in the lower surface of the liquid confinement member.