And here is the answer from CarTalk. Stamford, CT. I actually got this right.... Thanks Internet!
If you leave Stamford, Connecticut, and you go north, you actually hit New York State because there's a little bit of New York State that sticks out into Connecticut. And if you go west from Stamford, you clearly hit New York State. If you go south you'll hit Long Island. And if you go east you'll hit the far east end of Long Island.That's all for now.