A liquid containment system is used for a liquid immersion lithography apparatus in which a substrate is exposed through liquid between an optical member of a projection system and the substrate. The liquid containment system includes a liquid containment member which confines the liquid, the liquid containment member including a removing inlet which removes the liquid from a gap between the liquid confinement member and the substrate. The liquid containment system also includes an actuator by which the liquid containment member is moved.