A lithographic projection apparatus includes a substrate table that holds a substrate, a projection system that projects a patterned beam of radiation onto the substrate, and a liquid confinement structure that confines a liquid in a space between the projection system and the substrate, the substrate, the substrate table, or both, to form a part of a boundary of the space. In addition, a closing plate forms a part of a boundary of the space in place of the substrate, the substrate table, or both, when moved without substantially disturbing the liquid, the liquid confinement structure, or both.