You can usually tell which ISP they are being sent from and the country if you know what you are doing with the email headers.
In some cases you can pin it down to a fairly narrow geographical location - a town or city - enough to know if someone is in the country they are claiming to be.
You need to use tools such as the whois site and the arin site.
Ethel: while that's true, email is incredibly easy to falsify. It doesn't take too much effort to make it out as though the emails are coming through some ISP in India, if I wanted.
Looking at the headers may point to somewhere, but it certainly doesn't give you any more of a definite answer that they're coming from that destination than the original email itself did.