As someone born and raised in the Midwest (Ohio and Illinois) and is currently a resident on the West Coast (Oregon), the way I define it is as such: if there is corn, it's the Midwest. If there are cowboys on horses, it's the west or southwest. Does your state touch the Atlantic or Pacific? That's what coast you are on (Hawaii and Alaska excepted).
That secret entrance behind a waterfall in the original Legend of Zelda meant that I've been checking every waterfall in every game I've ever played since 1986.