According to Shelby Foote, there were several states talking about secession. Deleware was one I can remember the others but Lincoln was juggling abolition and pro-secession, attempting to keep the Northern States from bolting.

Some of the Union States thought that secession was legal and Lincoln's calling up the militia illegal. It is one of the reason's Major Anderson was kept at Ft Sumpter, instead of evacuating it as they did all the other forts. Once Beauregard fired on Sumpter, they all fell in line with Lincoln's way of thinking.

I'll get my book out and see if Foote mentions which states other than Delaware and New York City. But I will definetly give you a quote,,,