WHAT STATE IS THAT?

Waiting in the bank to speak a bank representative about purchasing a CD, I happened to be talking to a young lady who was also sitting in the waiting area. We chatted a little bit, during the course of which I mentioned that I had moved to Oregon from New England. I learned that she was an Oregon native, but had moved around a bit in the western part of the state. Finally, just before the bank representative arrived to whisk her away she finally asked me, "New England? That isn't a state, is it?"