"A humorous aphorism attributed to E.B. White summarizes these distinctions:

To foreigners, a Yankee is an American.
To Americans, a Yankee is a Northerner.
To Northerners, a Yankee is an Easterner.
To Easterners, a Yankee is a New Englander.
To New Englanders, a Yankee is a Vermonter.
And in Vermont, a Yankee is somebody who eats pie for breakfast."

* taken from wikipedia,
http://en.wikipedia.org/wiki/Yankee