Somehow I'd never thought about where crayons came from, except for the yellow crayola box.
However, when I was visiting Sandusky, Ohio in 2006; I saw the abandoned American Crayon Company plant across the tracks from the Ex-NYC station.
How Stuff Works? has a great article about the manufacturing process
here
And you can visit the Crayola website
here to see their factory tour.
Everything is made somewhere.. finding out where can be a lot of fun.