While shochu has its roots in either China or Korea, probably having come across during trading, the traditional home of shochu in Japan is Kagoshima, on the island of Kyushu. In fact, the first usage of the term shochu appeared in graffiti written by a carpenter dated 1559 in a shrine in the city of Oguchi in Kagoshima.
Kagoshima is rightfully proud of their shochu heritage. It is the only prefecture in Japan that brews absolutely no sake, but only produces shochu. If you ask for sake down there, expect and enjoy the local sweet-potato distillate.
The difference between soju and shochu
Korea also makes shochu, although it is called soju in Korean. And, Korean producers got to the US with it first. As such, in US legalese, the product is known as shochu. As far as I know, all Japanese shochu will be legally referred to as soju in the US. It is, in essence, the same thing. Judge it on its flavor, not its label.