All of the cells in the blood, red blood cells, all types of white blood cells, and platelets are made in the bone marrow. This happens primarily in the flat bones in your body such as the skull, the sternum, and the pelvis.
All of the cells differentiate from one group of "master cells" called stem cells. The stem cells can become whatever kind of blood cell the body needs. They come under the influence of factors in their environment to become red cells, white cells, or platelets.
This microscopic view of a sample of bone marrow shows mature and immature white cells, the cells that produce platelets and both mature and immature red cells. Notice the variety.