Statewide, Pennsylvania only sees roughly a half dozen tornadoes in an average year. New Jersey and Delaware get anywhere from 0 to 2, or perhaps 3.
Part of the reason our numbers are so low is that our area is near the Atlantic Ocean, which tends to moderate weather systems as they move east and north from more tornado-prone regions. The air often cools closer to the coast in our latitude, robbing the atmosphere of at least one element needed for strong storms. The level of instability is, in general, a lot lower here than down south where the atmosphere is warmer and more sultry, providing more fuel for thunderstorm development.