notably Kentucky and Missouri

Missouri and Kentucky seceded and joined the CSA in late 1861 because they were angered by the presence of yankee troops on their land, but most of their major cities (St. Louis, Jefferson City, Louisville, St. Joseph, Frankfort, etc.) fell to the Union before the war was over. The State Government officials of Missouri fled to Texas to escape the yanks.

Maryland, Delaware, and West Virginia were the only yankee states that had slavery.

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People seem to forget that Lincoln was very pro-Slavery, and promised on multiple occasions not to interfere with slavery in the southern states, he just didn't want it to expand to the north. The war was initially not about slavery, it was about a Lincoln's tax plan. He planned to increase taxes on Cotton and Tobacco exports while decreasing taxes on factories in an effort to promote industrialization. At the time, Southerners made up only 30% of the population but paid 80% of the nations taxes. With Lincolns new tax plan, they would pay nearly 100% and the yanks would pay next to nothing. (also, only 6% of southerners owned slaves, and fewer than 1% owned multiple slaves. The megaplantations with hundreds of slaves picking cotton like you see in the movies were very rare and belonged to the top 0.1% wealthiest people, as an average slave in 1850 cost between $620 and $1200. $620 in 1850 dollars is equivalent to about $39,000 in today's money)

The Emancipation Proclamation was issued as a scheme to turn the Confederacy's allies (England, France, and Portugal/Brazil) against them. He had to find a way to turn England against the CSA, because he learned from a union spy that they were planning to invade from the north in an attempt to surround Washington DC. France was providing the Confederacy with money and guns, and Portugal was allowing the CSA to colonize parts of Brazil.

many prominent abolitionists, such as Lysander Spooner, supported the Confederacy, because Davis planned to make steps toward ending slavery starting 5 years after the ratification of a peace treaty between the CSA and Union. Stephens's "Cornerstone speech" was part of a campaign to convince Virginia to secede, because slavery was a very important issue there.