A device manufacturing method comprising using a projection system to project, on a target portion of a substrate, a patterned beam of radiation, wherein a liquid is provided in a space laterally between a bottom surface of a liquid confinement structure and the nearest point of an optical element of the projection system immediately adjacent to the substrate and which space is defined at least in part by a further surface of the liquid confinement structure, the further liquid confinement structure surface extending between the substrate and the nearest point of the optical element of the projection system to the substrate, the element, in use, contacting the liquid and having the patterned radiation beam pass through the optical element, and wherein the cross-sectional geometrical shape of the space in a plane substantially parallel to the substrate changes from a first geometrical shape at a position furthest from the substrate to a second geometrical shape, that is not merely a uniform scaling of the first geometrical shape, at a position closest to the substrate, wherein at the position closest to the substrate the cross-sectional geometrical shape, area, or both, of the space in a plane passing through the further liquid confinement structure surface is substantially the same as that of the target portion and wherein in a plane substantially parallel to the substrate and which intersects both the liquid confinement structure and the element, the periphery of the cross-section of the element is substantially evenly surrounded by an inner periphery of the liquid confinement structure.