 Essex County is adjacent to Rockingham County, New Hampshire to the north, the Atlantic Ocean (specifically the Gulf of Maine and Massachusetts Bay) to the east, Suffolk County to the south, Middlesex County to the west and a very small portion of Hillsborough County, New Hampshire to the far north west in Methuen.All county land is incorporated into towns or cities.Essex County includes the North Shore, Cape Ann, and the lower portions of the Merrimack Valley.