There are multiple states between New Jersey and Kentucky. Here is a list of all the states between these two.
Tennesee
Kentucky and west Virginia
They share a common border and in addition parts of West Virginia are in between.
Virginia
Virginia
The Bluegrass State
Kentucky, Virginia, or Tennessee. I believe it is in Kentucky.
West Virginia is bordered by Virginia and Kentucky on the southwest.
Kentucky.
Virginia
Prior to becoming a state of the United States. Kentucky was a county in the state of Virginia.
Virginia was a sovereign state before 1788, going back to its founding as a proprietary colony in 1608. The states now known as Kentucky and West Virginia were originally part of Virginia, but Kentucky entered the Union in 1792 as the 15th state, and West Virginia was formed out of Virginia during the secession period of the US Civil War in 1863.