An immersion liquid is supplied to a space between a projection system and a substrate, and a patterned beam of radiation is projected through the liquid onto a target portion of the substrate using the projection system. Substrates can be held on first and second tables. The first and second tables are moved together so as to transit from a first state to a second state, the first state in which the liquid immersion is maintained between the projection system and one of the first and second tables, the second state in which the liquid immersion is maintained between the projection system and the other one of the first and second tables. During the transition, the liquid immersion is maintained just below the projection system.