As referred to by George Steinbruner, the belief that all yankee fans create a "nation". You're part of yankee nation if you're a yankee fan. This was George Steinbruner's way of saying that the yankees have more fans than any other major league baseball team.
yankee fan: "I'm in the yankee nation!"
red sox fan: "go suck a bag of dicks, and pull that dildo out of your ass"