It is a small state , shaped like a letter ( S ) , and bordered on the west by Pennsylvania and Delaware across the Delaware River , on the north by New York , on the northeast by the Hudson River and New York City , on the east and southeast by the Atlantic Ocean , and on the southwest by Delaware Bay . It is bordered on the north and east by the state of New York , on the southeast and south by the Atlantic Ocean , on the west by Pennsylvania and on the southwest by Delaware .