This term is used by people in the Pennsylvania, New Jersey, Delaware "tri-state area" to describe the general vicinity of the coastal barrier islands in relation to inland locations. People not familiar with the barrier islands of the mid-Atlantic coast are often confused by this term. "Why not just call it 'the beach'?" they say. This question reflects ignorance of the mid-Atlantic geography where the barrier islands form pleasant beach-fronts and bay-fronts both. Because of the narrow shape of these islands, one can easily access the beach and the bay, where there are different views and recreation activities available. So, when someone from, for example, Philly travels to the coast, they are not necessarily going to "the beach". They are going "down the shore". When they arrive to the barrier island and they roll down the windows and smell that salty breeze, they are "down the shore".
"Hey, are you going down the shore this weekend?"
"Well, actually, I'm down the shore right now! But yeah, I'll be down here this weekend too! Maybe we can go to the beach. Maybe we can go to the bay for a bit and watch the sunset. Maybe we could go to the boardwalk, get some salt water taffy, fries and pizza perhaps. Play some mini-golf, you know. Whatever we decide to do, it's gonna be great, cause we'll be DOWN THE SHORE the whole time!"