Which of the following were border slave states that stayed with the Union?

Missouri, Kentucky, Delaware and Maryland were border states that remained in the union but still allowed slavery. The state legislatures of Kentucky, Delaware and Maryland voted to remain. Missouri voted to leave the union but union troops stormed the state capital and installed a pro union government to insure they remained with the union. Prior to the Emancipation Proclamation captured slaves were returned to their masters in Missouri, Kentucky, Delaware and Maryland and in fact there are records of the Union Army conducting slave auctions in the border states.