Western New York is the westernmost region of the state of New York. Western New York is the westernmost region of the state of New York. The City of Buffalo, NY, which is basically a smaller, poorer, grimier version of Harlem or the Bronx. Looking for the definition of WNY? Find out what is the full meaning of WNY on Abbreviations. The Western New York region is composed of 8 core counties: Niagara, Erie, Chautauqua, Cattaraugus, Allegany, Wyoming, Genesee, and Orleans. The Western New York Region is located in the western part of the State and includes the Buffalo-Niagara Metropolitan area, which is compromised of Erie and Niagara counties, and also includes Allegany, Cattaraugus, and Chautauqua counties.