These things vary. In the late 1800s, Ohio was lean Republican while New York of all states was the bellwether.
And my turn of the century timeline proves that. New York is a big electoral prize because of its reputation of being a swing state and its large amount of electoral votes.
Today, it's kind of hilarious to think of New York as anything but a strong D state, but in fact it was a swing state for many many years. Throughout most of the 20th century, winning the state was always a fight, from the progressive era to the new deal era to the reagan era.
It reminds me of an episode of mad men I saw once. Don and Betty live in Westchester county, and in the episode they have a neighbor (Helen Bishop) who is canvassing for John F Kennedy, which everyone in the neighborhood thinks is strange. Betty at one point says, "I hate Helen Bishop and I hate that John Kennedy."
For most of the 20th century, NY state had a large base of suburban Republicans and an equally large base of minority and ethnic Democrats, making it competitive.
When the white suburban voters starting moving Dem in the 1990s, it turned NY into a solid blue state.