Delaware, Maryland, Kentucky and Missouri.
The elected state leaders of Maryland would have left the Union, but the Federal government put them all in prison before they had a chance, and kept them there, without charges, and suspended the Constitutional Right of Habeus Corpus, so they could not petition for their release. Delaware, which is landlocked by Maryland, seeing this, did not attempt it. Missouri likewise would have left the Union, but prompt action by a US Army officer on the scene, Nathaniel Lyon, assisted by pro-Union militia groups of German immigrants, prevented it. Kentucky at first declared "neutrality". Military commanders on both sides outside Kentucky coveted strategic locations along the Ohio River in northern Kentucky, and the Confederates acted first, "invading" Kentucky to seize the high ground at Columbus. This forced Kentucky into the Union camp. Kentucky, Maryland and Missouri sent men to the armies of both sides, though.
Additionally, West Virginia "seceded" from the state of Virginia while the war was going on, and was set up as a "new" state in 1863. Apparently it was acceptable for part of a state to secede from its old relationship, but not for entire states to secede from the Union. East Tennessee wanted to do likewise, but was never able to.
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The slave-owning 'buffer-states' of Kentucky, Missouri, Maryland and Delaware - however many of them you may classify as Southern.
The southern states threatened to leave the Union because of antislavery talks.
There were four slave states that did not secede from the union, Missouri, Kentucky, Maryland, and Delaware. Slaves in these states were not freed till after the civil war; not even by the Emancipation Proclamation.
Delaware, Kentucky, Maryland, and Missouri were four slave states that did not secede from the Union. West Virginia, another slave state, seceded from Virginia and joined the Union during the Civil War. it was 4 that didn't secede from the union.
The slave states in between the Union (North) and the Confederates (South). The slave states are: Missouri, Kentucky, Maryland, Delaware, and West Virginia (joins later).
too many Slave states being added to the Union