The border states, Missouri, Kentucky, Maryland and Delaware, were important to the Union during the Civil War as their loyalty, or at least their neutrality, deprived the South of 2.6 million potential citizens and a substantial economic and strategic advantage. Union campaigns against the South, especially those along the Mississippi River, would have been greatly hampered by the secession of the northern South.
The border states suffered from divided loyalty during the Civil War. Their white populations, including Lincoln's in-laws, were of largely Southern origin; many owned slaves. Their economies had been transformed by the railroads, however, and they spent much of the period immediately prior to the war forging trading links with northern markets. By courting these states, Lincoln hoped to prevent further dissolution of the Union and the economic disruption that would ensue if the border states cut ties with Washington.
Strategically, the border states were crucial to operations against the Confederacy. Grant's campaign against Shiloh and the subsequent occupation of the Mississippi basin were dependent on secure lines of resupply that ran through Kentucky. Losing Missouri would have meant turning the Union's right flank while the war in Virginia was being fought, and the loss of Maryland would have entailed the evacuation of the capital.