Which areas of the country are listed as excluded from the action of the Emancipation?

The Emancipation Proclamation did not apply to border slave states like Kentucky, Maryland, Missouri and Delaware. It is important to note that all of these states did pledge their loyalty to the Union. Lincoln issued the Emancipation Proclamation simply as a military measure, it didn't, in all reality, actually free all the slaves.

Louisiana - Parishes of St. Bernard, Plaquemines, Jefferson, St. John, St. Charles, St. James Ascension, Assumption, Terrebonne, Lafourche, St. Mary, St. Martin and Orleans.

Virginia - forty-eight counties designated as West Virginia, counties of Berkley, Accomac, Northampton, Elizabeth City, York, Princess Ann, and Norfolk.