An immersion lithographic projection apparatus is disclosed in which a liquid removal system surrounds a liquid supply system which provides liquid to a space between a projection system and a substrate. The liquid removal system is moveable relative to the liquid supply system and is controlled to have substantially zero velocity relative to the moving substrate table. The gap between the liquid supply system and the liquid removal system may be covered and the atmosphere between the liquid supply system and the liquid removal system above the substrate table may be maintained such that the vapor pressure of liquid is relatively high.