Kentucky, because it was the only one invaded by a Confederate army that was able to set up a Confederate government - although that government collapsed when the army had to retreat.
Missouri was the scene of much guerrilla combat, but there was little risk of it actually joining the Confederacy.
Maryland remained a great worry to Lincoln, because it largely surrounded Washington. But he had jailed its pro-Southern leaders (unlawfully) at the beginning of the war.
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The most vital Border State for the Union was the Maryland, for following reasons:
1) Maryland territory surrounded on three sides Washington DC, Union's Capital;
2) a secession of Maryland would have deprived the Union of the control over the Bay of Chesapeake, a pivotal strategic area.
Therefore, the Union couldn't tolerate (and didn't tolerate) any attempt aimed
to make Maryland secede from the Union.
They were border states for the Union and Confederate. Maryland was especially important because it contained the U.S. capital (Washington D.C.)
The border states were those states that bordered the states that seceded before the Civil War. The border states consisted of Kentucky, Delaware, Maryland, and Missouri.
The border states that wished to remain neutral during the Civil War were places that both sides could obtain goods from. Sometimes, there was conflict but most of the time the soldiers got what they needed and left.
yesDelaware Maryland and Kentucky border states
Border states like Maryland and Virginia