The three border states during the US Civil War were Missouri, Kentucky and Maryland. The were slave states but did not join the Confederacy. Delaware also had slaves and was not "on the border" between the North and the South
The border states were still in the Union and the capital of the US is Washington, DC. The American Civil war lasted from 1861 to 1865.
Not all of the US States had declared their loyalties before and after the US Civil War began. These States are referred to as the "Border States". Kentucky, as one example declared neutrality as one of the border States.
Technically, four so-called border States were neutral in the US Civil War. They were Missouri, Kentucky, Maryland and Delaware.
The Border States were a key part of the US Civil War. They were slave states that did not join the Confederacy, it was important for the Union to prevent that they did not secede and join the South.
At the beginning of the US Civil War, the "southern" border States were Kentucky and Missouri. In this answer, Maryland is excluded in that although it was a pro=southern slave State, it cannot be considered a border State.
The so-called border states of Missouri, Kentucky, Maryland and Delaware retained their slaves during the US Civil War and did not join the Confederacy. If they had, the chances for a successful war for secession by the South would have increased dramatically. During the US Civil War, President Lincoln attempted to present gradual plans to reduce then end slavery in the so-called border states.
At the outbreak of the war the bank deposits were: UNION- US $ 189,000,000 -BORDER STATES -US $18,000,000 CSA - US $47,000,000. The metallic reserves were: UNION - US$45,000,000 - BORDER STATES - US $ 11,000,000 CSA - US $ 27,000,000.
*The civil war *The War between the States
In the US Civil War, border states were states which did not secede from the Unites States but in which slavery remained legal until 1865. These states include Delaware, Kentucky, Maryland, and Missouri; West Virginia is also sometimes considered a border state.
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Lincoln allowed slavery to continue there - so as not to drive those states into the arms of the Confederacy.