U.S. state border crossings can be entered as stops on a route using the PC*MILER border crossing naming convention. Border crossings have the following syntax:

!XXYY  Name,  XX

XX is the two-letter abbreviation of the state that is first in alphabetical order; YY is the abbreviation of the state that is second in alphabetical order; and Name is the route name of the route that crosses the border.

In cases where the road name is different on either side of the border, the road name used is the one that lies within the state first in alphabetical order.

To quickly locate possible border crossings between two states, use the [*] wildcard character. 

Example:  For Pennsylvania/New Jersey border crossings, enter in the city field:   !njpa*, nj

PC*MILER offers this pick list of possible matches.