These areas are known today as the U.S. states of New Jersey , eastern Pennsylvania around the Delaware and Lehigh valleys . It is also the north shore of Delaware and much of southeastern New York , mostly the lower Hudson Valley and Upper New York Bay . This encompassed what are now known as the U.S. state of New Jersey ; eastern Pennsylvania around the Delaware and Lehigh valleys ; the north shore of Delaware ; and much of southeastern New York , particularly the lower Hudson Valley , Upper New York Bay , and western Long Island .