New York, New Jersey, and either Connecticut or Pennsylvania.
Until 6 years ago mine was NY/NJ/CT.
Now there really isn’t a tri-state area where I am, the state is so damn big.
I do hear reference to a tri-county area around here every now and then though. That would be Lake, Mendocino, and Sonoma. (I live in Sonoma County.)
When I was growing up it was MN-IA-WI
Then I went to NE-IA-MO
Now I live near the Hub of the Universe, so we don’t acknowledge other states.
The UK has a similar term, in “three counties”. Wikipedia claims that it’s Gloucestershire, Herefordshire and Worcestershire, but BBC Three Counties Radio covers somewhere else entirely.
In the old American Basketball Association, there was a team called the Memphis Tams, with “Tam” being an acronym for Tennessee-Arkansas-Mississippi..
The Ohio-Indiana-Michigan area mentioned by Antinor01 is the home of Tri-State University, which is in the Indiana town of Angola.
The closest state boundary to Lafayette is the Illinois-Indiana line. If pressed to declare myself a resident of a tri-state area, I’d add Michigan to the mix, as I occasionally attend basketball games at Notre Dame and thus spend time in Michiana.
And MD, PA, DE. And then there’s DelMarVa.
NY/NJ/CT centered on NYC or NJ/NY/PA centered on where I live.
Speaking of which, Shameless Plug for a NJ DopeFest.
Jim
Same for us in Philly (and close by).
I was born near Columbus, Ohio where there is no “tri-state” area.
Grew up in northeastern Kentucky where it was Kentucky, Ohio, and West Virginia (the news came out of Huntington).
Lived in Lexington during college and Birmingham, Alabama next where there was no tri-state grouping.
Now live in northwestern Kentucky where it is Kentucky, Indiana, and Illinois (the news is out of Evansville).
Los Angeles, San Diego, Inland Empire.
No other state is near enough to matter.
I’m in Georgia as well, but don’t have a “tri-state area”. Where I am located is 100 miles from Alabama, 120+ miles from Tennessee and North Carolina, 130 miles from South Carolina, and 230 miles from Florida. I feel cheated.
In Western PA its PA, OH, and NY.
I don’t think Boston has a Tri-State area since it basically is at the intersection of four other states (NH, VT, ME, CT and RI)
I vary between indolent, manic and embittered.
I’m in two tri-state areas - since I’m about equidistant from New York and Philadelphia, I’m in both NJ, PA, DE and NJ, PA, NY. I feel special.
We don’t have a tri-state area, although if we did it might be GA, SC, and NC. We do have “the Carolinas”, however, which is a little silly because we have very little in common with the other one. We’re more like Georgia.
I’ve always heard Inland Empire on Couer D’Alene, Idaho, tv stations. Never anywhere else. Neato.
I used to live in Cincinnati, so of course that tri-state is Ohio-Kentucky-Indiana. But now where I am is almost closer to other countries than two other states.
For small values of ‘tri-’.
I actually would have said LA, Inland Empire, Vegas. 
Depends on your plans for the weekend, I guess.