The painting was completed in 1913 in France. It was first exhibited at the Carroll Galleries in New York in 1915 and then at the Bourgeois Galleries in New York in 1916. (Schwarz, p. 578)
The first reproduction of the painting was published in La Boîte-en-valise. (Lebel, p. 165) The Boîte-en-valise was published in New York, 1941–42, and distributed in New York in 1943. (Lebel, p. 184)
Public display of an artwork could constitute a publication, particularly if the work was offered for sale or if the public were not prevented from making copies of the artwork. (Nimmer on Copyright § 4.09) If either of the 1915–16 exhibitions were considered a publication, then the painting is in the public domain because it was published more than 95 years ago.
If the 1915–16 exhibitions were not considered a publication, then the first known publication occurred in New York by 1943. Copyright could have been secured at publication, or by registration any time earlier. If copyright was secured before 1929, then the painting is in the public domain because it was registered more than 95 years ago. If copyright was secured between 1929 and 1943, then renewal would have to have been filed between 1957 and 1971. The copyright renewals listings for artworks from 1951 to 1971 contain no entries for "Duchamp" or "Chocolate Grinder" or "Broyeuse de Chocolat".
In either case, the painting's country of origin is the United States, the country of first publication.
Sources:
Lebel, Robert (1959) Marcel Duchamp, Grove Press
Schwarz, Arturo (1997) The Complete Works of Marcel Duchamp (3rd ed.), Delano Greenidge Editions
Note that it may still be copyrighted in jurisdictions that do not apply the rule of the shorter term for US works (depending on the date of the author's death), such as Canada (70 years p.m.a.), Mainland China (50 years p.m.a., not Hong Kong or Macao), Germany (70 years p.m.a.), Mexico (100 years p.m.a.), Switzerland (70 years p.m.a.), and other countries with individual treaties.
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