Just wondering if all naval vessels had to sail around the world to get to where they were supposed to be based or were they produced there? Same for the navies of the other empires?
I'm assuming you're talking about ships built roughly during the period 1750-1850, so I'll answer based on that. Yes, Britain did build ships in its colonies, particularly in the Caribbean and the Americas but also in India. Most ships that were built overseas were sloops, brigs and other small ships (because most ships the Navy built were small), but some yards could build ships-of-the-line.
The British dockyards in Bombay were extensive. Jamsetjee Bomanjee was the master builder there from 1792-1821. In the portrait linked above, he is holding plans for the Minden, a 74-gun ship-of-the-line built there in 1810. His frigate Trincomalee, built there in 1817, is still afloat and is a museum ship. Minden and Trincomalee were both built of teak, as were other ships built in Bombay, at least partly due to wood shortages (oak in particular) in Britain. Teak is difficult to work, but once part of a ship is nearly indestructible under normal wear and tear (it could be damaged by gunfire/accident/etc. but weathers well).
A descendant of the Wadia family (the Bombay dockyard family) wrote a book about the yards, which I once found through ILL.
Perhaps the most famous development of British overseas shipbuilding was the Bermuda sloop. The Bermuda sloop was called that because of its origins in the island and its fore-and-aft sailing rig with triangular sails and raked masts. The Bermuda rig could be fitted onto vessels with a largely varying number of masts (the term "sloop" is confusing in this context, as a sloop is usually a single-masted vessel) and worked well when sailing into the wind. Ships were also built in the American colonies, but those sources of naval procurement were cut off (obviously) after American independence. It's worth mentioning that the original six frigates of the U.S. navy were produced in six different ports (though with varying success).
The Spanish navy established a large shipyard at Havana in the early 1700s, which was building nearly a third of all its ships by the 1750s. (Ships had been built in the Caribbean before then, of course.) The Havana yard built ships of tropical hardwoods; the Nuestra Señora de la Santísima Trinidad was probably the most famous. Santísima Trinidad was originally built to carry 112 guns, but her forecastle and quarterdeck were later joined to produce a fourth gun deck and she carried up to 140 guns, making her the largest ship-of-the-line during the Napoleonic wars. She was captured at Trafalgar and wrecked in the storm that followed the battle.
I am not aware of the French navy building ships overseas, but perhaps someone else can add to the conversation.
In terms of "having to sail around the world," yes, ships would have to do that and do it fairly often. Even British shipyards were dependent on naval stores from the Baltic (cordage, tar, pitch, etc.) that would be combined with masts from Russia or the Americas, oak from native forests, etc. The production of ships and the materials from which they were sourced was a global process in this period.
Hope this helps -- let me know if you have any other questions!
In the days of sail, before mechanization and its attendant standardization of parts, taking over an enemy sailing ship was perfectly practical. Many British Navy ships were actually captured French or Spanish ships pressed into service. French ships were especially prized, because they were often more advanced in terms of naval architecture and hydrodynamics than British ships. It was considered bad luck to rename a ship, so very often they sailed under their original names.
side question [the raising of an anchor] (https://www.facebook.com/photo.php?fbid=10152046089542757&set=pcb.10152046092597757&type=1&theater) in Puget Sound, Washington state. Is there any records of anchor manufacture thus identification to verify it was part of Vancouver's hydrological expedition to the PNW?
Many Royal Navy warships were built in Great Britain, at during the "Age of Fighting Sail."
However, several warships used by the Royal Navy were initially built in French- or Spanish-operated yards before being captured by the Royal Navy and pressed into service. HMS Implacable, for example, was built by the French as the Duguay-Trouin but was captured and pushed into Royal Navy service. France built most of its warships in shipyards like Rochefort. Given their large colonial possessions, the Spanish built numerous warships overseas. For example, the ten-largest largest ship of the line ever built, the [Santissima Trinidad] (http://en.wikipedia.org/wiki/Spanish_ship_Sant%C3%ADsima_Trinidad#Design_.26_construction) was built in Havana.
As several other posters have mentioned, the British built several warships in the colonies. The HMS St. Lawrence was built in Canada to patrol the Greta Lakes during the War of 1812 (and remains the largest warship ever built to have operated only in fresh water).
The Royal Navy also sourced timber, rope, pitch and materials from the Americas.
Indeed, warship materials were so important that the 1691 Massachusetts Bay Charter contained a "Mast Preservation Clause" which made all trees over 24 inches (i.e. timber suitable for warship-building) the property of the crown.