One of the following: Kentucky, Missouri, West Virginia, Maryland, or Delaware. These states are sometimes said to be Southern states, but much more often are claimed as Northern or Midwestern states. They are called border states because of the divisions and tensions that developed in the United States from the early 1800s all the way to the American Civil War, as these states where located right in the middle of these arguments.
The border states are actually Northern states that have some Southern qualities and characteristics. For example, there were plenty of black slaves in every one of these states, and much of the economy was quite agricultural-based. However, the majority of people within these states fought for and supported the Union, and many of them saw the Southern Confederates as invaders and pillagers. In addition to that, these states received more European immigrants, had stronger economic ties with their other Northern and Midwestern states, and some cultural and social influence from the more Northern states seeped into these border states.
Kentucky and Maryland are border states. Though they are often called Southern states full of Confederate rednecks, they are really more Northern states who still have the same stronger economic ties with their sister states above them to this day.