It runs from about Westchester County to Albany . Though Westchester County is often classified as part of the region , Westchester residents who live at the southern end of the county ( and especially the parts closer to the Long Island Sound than the Hudson River ) generally do not associate themselves with the region , unless their town includes Hudson River banks . Including all of Westchester County in the definition of the region would seem unusual to many and seems like something one might only read in a travel guide .