The Union - very much so.
Pennsylvania had a strong free-soil tradition, and its border with slave-owning Maryland was the Mason-Dixon line that separated North from South.
Lee placed a high priority on invading Pennsylvania, both for strategic and symbolic reasons.
When he twice failed in this, at Antietam and then Gettysburg, he would shake his first at the sky. "Even the skies are against me in Pennsylvania!" he wailed.
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Mississippi was a Confederate state
In Viirginia, which was a Confederate state
Illinois was a Union state during the Civil War.
The confederate states that bordered the union states varied by time, as some states changed sides or became neutral. Virginia was the only one that stayed the same, bordering Ohio, Pennsylvania and Maryland.
Tennessee...it use to be a confederate state but later joined the union