There is a lot of adventuring possibilities in New York. With the various Indians living along the frontier, especially the Haudenosaunee, Gamemasters wishing to run campaigns revolving around dealing with this group, have much to work with. One possibility is to have a few of the lesser tribes, who are the remnants of the Haudenosaunee former enemies, rise up and attack both the colonists and Haudenosaunee. If something of this is a little too combat heavy for your taste, you can try a more subtle approach of negotiations, discovery and conflict. Both sides are wrong, and neither is innocent.
Supernatural elements are very easy to work in, and there are many areas of New York are ripe for the pickings. Supernatural threats, such as a Black Mage raising the dead and plaguing a remote settlement are one possibility. A werewolf, perhaps one who is a Native might be plaguing all on the nights of the full moon. If something more urban is your preference, a vampire stalking the streets of Manhattan, and the other towns and villages of the Manhattan and Long Island is possible.
With the revolution under way, New York is about to become a center of activity. With the impending British Invasion, to the Continental Army becoming based here, the city offers a lot. If you want to run a pure revolution campaign, heroes can be part of the Continental Army searching out Loyalist spies and agents. If supernatural is more your bent, New York City and the surrounding area offers many hideouts for agents of the occult and supernatural.
Pennsylvania is ripe for adventure, and no greater place for it exists than in Philadelphia. Numerous bookshops, taverns, and shops are found here selling anything a person would want. Those who are inclined toward magic and superstition, can find shops hidden in the shadows selling books, charms, and sometimes talismans. Those practicing alchemy, black magic, even witchcraft, can be found here as well. All of this offers Game Masters numerous adventure hooks. From tracking down a cabal of witches, to discovering the cause for a rash of disappearances, all of this is fair game.
If the urban is not to your liking, the rural areas, especially the western portion of the colony offer many hidden places for supernatural terrors to hide.
I would also be reminded if I did not mention Flames of Freedom: The Philadelphia Affair which takes place in the city. This books serves as a very good guide to the city, as well as offers you a very good example of city based adventure during this period of history.
Though a small colony, Delaware has had numerous groups live here and contest the land. From the Swedes, to the Dutch, and now the English, many groups of Europeans have lived here. The scars of the previous conflicts still fester, and there are some natives still harboring resentment to the treatment they have endured.
The revolution that is in the early infancy and ripe for use and for setting adventures. There is a split between two groups, and GMs looking to add a political tone to their adventures, would be well off with using Delaware. The sides are very well defined, with the wealthy and connected supporting England, and the rural and working classes supporting the rebellion.
Supernatural threats are very easy to add to the mix with those using the occult supporting both sides of the conflict serving as foils. Sweden once had a small settlement here, but disappeared under mysterious circumstances. Why? What led to this? A simple Indian Raid that killed all, or is there something much darker and evil behind it?
Though one of the smaller of the colonies, New Jersey has a lot of adventure potential. The metropolitan centers offer much in the way of fighting supernatural threats as well as tracking cults and foiling their plans. The western portions of the colony offer plenty of lost sites dating back to a time prior to colonization. With the growing tensions and the coming revolution, GMs wanting to use the revolution for a source of adventures will see the region ripe with military conflict.