Someone did recently post info on the first precancel. Don't quote me; but I believe he/she said it was from Virginia, but in a part that is now West Virginia in the 1800s.
How many are there:

bureaus are approx 9,500
locals are 1,500,000 to 2,000,000 (and counting)
I don't know if bureau precancels are still produced.
Sporadic local precancels are still produced but apparently on small scale. Last year, or two, an
ebay seller (with a precancel permit) had put up for sale some Mint precanceled Express Mail stamps that he normally used to mail purchased items to his buyers. I vaguely recall that he was from the state of Washington (or CA).