New York used to belong to the Dutch. No, I didn't lose my mind just now, the Dutch established New York way back in 1624, but back then, it was called New Amsterdam, and the surrounding area was called New Holland.
The English, seeing the success of the Dutch, who had set up a lucrative beaver fur trading business, wanted in, so they did just what any normal people would do. Settle right next to the Dutch, right? WRONG, the Duke of York, under commission from the king of England, attacked the Dutch and managed to take all their land.
However, the previous settlers didn't resist the invasion force, and were allowed to live alongside the English peacefully and continue their fur trading. The English named the area New York, and the surrounding land, also New York. The Duke of York appropriated this land and gave East and West New Jersey to his friends, Sir George Carteret and Lord John Berkeley.
Later, Berkeley sold West New Jersey to a colony of Quakers. This land was later called Pennsylvania.