Contemporaneous documents almost always listed the colonies in geographical order, roughly from north to south, as follows (the division into three regions is a later construct of historians, though New England was always considered to be a distinct region):  

New England:

• Province of New Hampshire, later New Hampshire
• Province of Massachusetts Bay, later Massachusetts and Maine
• Colony of Rhode Island and Providence Plantations, later Rhode Island and Providence Plantations
• Connecticut Colony, later Connecticut

Middle Colonies:

• Province of New York, later New York and Vermont
• Province of New Jersey, later New Jersey
• Province of Pennsylvania, later Pennsylvania
• Delaware Colony (before 1776, the Lower Counties on Delaware), later Delaware

Cheasapeake Colonies:

• Province of Maryland, later Maryland
• Colony and Dominion of Virginia, later Virginia, Kentucky and West Virginia

Southern Colonies:

• Province of North Carolina, later North Carolina and Tennessee
• Province of South Carolina, later South Carolina
• Province of Georgia, later Georgia

Reference is sometimes seen to the Chesapeake Colonies, these being the Province of Maryland and the Colony and Dominion of Virginia; so called because they border the Chesapeake Bay.