Lithographic apparatus and device manufacturing method with substrate measurement not through liquid

A lithographic projection apparatus comprising:

• a support structure configured to hold a patterning device, the patterning device configured to pattern a beam of radiation according to a desired pattern;
• a substrate table configured to hold a substrate;
• a projection system configured to project the patterned beam onto a target portion of the substrate;
• a liquid supply system configured to provide a liquid in a space between the final element of said projection system and said substrate;
• and
• a measurement system configured to measure, not through said liquid, the location of each of a plurality of points on said substrate, the measurement system further configured to apply, when appropriate, a correction to a measurement made not through liquid to account for the liquid.