I think it only really matters with regards to media markets, and even then it's only relevant for a candidate who has held statewide office- so voters are familiar with them from previous campaign ads and state news coverage and such.
See, for example, Obama's Iowa caucus performance in the counties that bordered Illinois.
On the other hand, Hillary won all of the Indiana border counties, except for Lake County where Obama had an unimpressive 13 point victory. The Gary area should have been landslide Obama.
