En, dans = In, to with regions, states, counties (prepositions)

We know that regions, states or counties have genders in French, see Continents, countries, regions & states are masculine, feminine or plural (gender).

Note that while we always use to in English for these places, in French we use different prepositions for one or the other. 
We use à with cities, see Using 'à' (to/in) and 'de' (from/of) with cities (prepositions), en/au/aux with countries and continents, see Using en with feminine countries and au(x) with masculine countries to say in or to (prepositions), now let's look at how it goes with regions, states and counties.

Look at these examples:

J'habite dans le New Jersey.I live in New Jersey.

Mon frère va en Californie tous les étés.My brother goes to California every summer.

Mes parents habitent en Provence.My parents live in Provence.

Nous allons dans l'Illinois pour les vacances.We're going to Illinois for the holidays.

Il y a de belles montagnes dans le Jura.There are beautiful montains in Jura.

Here is the rule to express in or to:

- You use en with feminine regions/states/counties (usually ending in -e)

- You use dans le with masculine regions/states/counties starting with a consonant or aspirated h.

- You use dans l' with masculine regions/states/counties starting with a vowel or mute h.

Note that en is also acceptable for reasons of pronunciation:

Nadia habite dans l'Ontario.Nadia lives in Ontario.

Nadia habite en Ontario.Nadia lives in Ontario.
 

EXCEPTIONS: 

These states use au instead of dans le:

Mon oncle habite au Texas.My uncle lives in Texas.

Tu habites au Nouveau-Mexique.You live in New Mexico.

Note that the province of Le Québec behaves like a country in French:

Martine habite au Québec.Martine lives in Quebec.

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Examples and resources

Mon frère va en Californie tous les étés.My brother goes to California every summer.
Nadia habite dans l'Ontario.Nadia lives in Ontario.
J'habite dans le New Jersey.I live in New Jersey.
Tu habites au Nouveau-Mexique.You live in New Mexico.
Mon oncle habite au Texas.My uncle lives in Texas.
Nous allons dans l'Illinois pour les vacances.We're going to Illinois for the holidays.
Il y a de belles montagnes dans le Jura.There are beautiful montains in Jura.
Mes parents habitent en Provence.My parents live in Provence.
Nadia habite en Ontario.Nadia lives in Ontario.
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