When I was in Mississippi, a friend from southern Louisiana considered anyone from north of I-10 to be a Yankee. *I don't know what he called people to the west, but I suspect it was even less complimentary.
From the perspective of CT, only people from Maine, NH, & VT are Yankees. *And, when I lived in Maine, it seemed only people from coastal sections of Hancock & Washington counties were Yankees. *No Red Sox fans, wherever they live, are Yankees.