An old capitalization is "tri-State area."
31 August 1933, New York Times, pg. 2:
These agreements covered the tri-State area of New York, New Jersey and Connecticut.
10 May 1936, New York Times, pg. N2:
They are the local phase of a qualifying round which as a whole takes in the tri-State area of New York, New Jersey and Connecticut where a total of 420 schools are competing for final honors in the Constitution Contest.
13 May 1940, New York Times, pg. 21:
Ranking first among 4,635 citizen-soldiers who attended Citizens Military Training Camp last year in the tri-State area embracing New York, New Jersey and Delaware, ...