President Abraham Lincoln, January 1, 1863 (the third year of the U.S. Civil War).
Note that the Emancipation Proclamation said nothing regarding the freeing of slaves in the Union-loyal areas where slaves were still held.

By the President of the United States of America:

A Proclamation.

Whereas, on the twenty-second day of September, in the year of our Lord one thousand eight hundred and sixty-two, a proclamation was issued by the President of the United States, containing, among other things, the following, to wit:

"That on the first day of January, in the year of our Lord one thousand eight hundred and sixty-three, all persons held as slaves within any State or designated part of a State, the people whereof shall then be in rebellion against the United States, shall be then, thenceforward, and forever free; and the Executive Government of the United States, including the military and naval authority thereof, will recognize and maintain the freedom of such persons, and will do no act or acts to repress such persons, or any of them, in any efforts they may make for their actual freedom.

"That the Executive will, on the first day of January aforesaid, by proclamation, designate the States and parts of States, if any, in which the people thereof, respectively, shall then be in rebellion against the United States; and the fact that any State, or the people thereof, shall on that day be, in good faith, represented in the Congress of the United States by members chosen thereto at elections wherein a majority of the qualified voters of such State shall have participated, shall, in the absence of strong countervailing testimony, be deemed conclusive evidence that such State, and the people thereof, are not then in rebellion against the United States."

Now, therefore I, Abraham Lincoln, President of the United States, by virtue of the power in me vested as Commander-in-Chief, of the Army and Navy of the United States in time of actual armed rebellion against the authority and government of the United States, and as a fit and necessary war measure for suppressing said rebellion, do, on this first day of January, in the year of our Lord one thousand eight hundred and sixty-three, and in accordance with my purpose so to do publicly proclaimed for the full period of one hundred days, from the day first above mentioned, order and designate as the States and parts of States wherein the people thereof respectively, are this day in rebellion against the United States, the following, to wit:

Arkansas, Texas, Louisiana, (except the Parishes of St. Bernard, Plaquemines, Jefferson, St. John, St. Charles, St. James Ascension, Assumption, Terrebonne, Lafourche, St. Mary, St. Martin, and Orleans, including the City of New Orleans) Mississippi, Alabama, Florida, Georgia, South Carolina, North Carolina, and Virginia, (except the forty-eight counties designated as West Virginia, and also the counties of Berkley, Accomac, Northampton, Elizabeth City, York, Princess Ann, and Norfolk, including the cities of Norfolk and Portsmouth, and which excepted parts, are for the present, left precisely as if this proclamation were not issued.

And by virtue of the power, and for the purpose aforesaid, I do order and declare that all persons held as slaves within said designated States, and parts of States, are, and henceforward shall be free; and that the Executive government of the United States, including the military and naval authorities thereof, will recognize and maintain the freedom of said persons.

And I hereby enjoin upon the people so declared to be free to abstain from all violence, unless in necessary self-defence; and I recommend to them that, in all cases when allowed, they labor faithfully for reasonable wages.

And I further declare and make known, that such persons of suitable condition, will be received into the armed service of the United States to garrison forts, positions, stations, and other places, and to man vessels of all sorts in said service.

And upon this act, sincerely believed to be an act of justice, warranted by the Constitution, upon military necessity, I invoke the considerate judgment of mankind, and the gracious favor of Almighty God.

In witness whereof, I have hereunto set my hand and caused the seal of the United States to be affixed.

Done at the City of Washington, this first day of January, in the year of our Lord one thousand eight hundred and sixty three, and of the Independence of the United States of America the eighty-seventh.
By the President: ABRAHAM LINCOLN
WILLIAM H. SEWARD, Secretary of State.

Specifically, the Emancipation Proclamation was exclusive of Union states (namely border states) because it was an executive act. As only those states that had taken part in secession could be covered under Lincoln's war powers (and as they were the only states with whom the Union was at war) there was little room for him to make a more generalized declaration of abolition.

Additionally, it would have been politically unwise. The border slave states were already on the brink of joining the Confederacy, but had rather remained neutral in the war. Had there been some early abolition of slavery, they might have been pushed over that brink, and that could have been strategically disastrous for the Union.

One might wonder about the logic of illegalizing a practice in a region you don't control. As far as practicality is concerned, there isn't any logic in it at all. The Emancipation Proclamation was almost entirely a symbolic statement against slavery, and a means by which to solidify it as a central war aim.
The Emancipation Proclamation supposedly crossed over from a symbolic to a practical declaration during the Reconstruction period after the Civil War. Men from the government spread across the devestated South to report the situation back to the White House and order the freeing of slaves. They found though, that it was just as worthless a piece of paper after the war as it had been before. A black slave woman in Texas recounted the coming of 'freedom'.
I heard about freedom in September and they were picking cotton and a white man rode up to master's house on a big, white horse and the houseboy told master a man wanted to see him and he hollered, "Light, stranger." It was a government man and he had the big book and a bunch of papers and said why hadn't master turned the niggers loose. Master said he was trying to get the crop out and he told master to have the slaves in. Uncle Steven blew the cow horn that they used to call to eat and all the niggers came running, because that horn meant, "Come to the big house, quick." The man read the paper telling us we were free, but master made us work several months after that. He said we would get 20 acres of land and a mule, but we didn't get it.

Lots of niggers were killed after freedom, because the slaves in Harrison County were turned loose right at freedom and those in Rusk County weren't. But they heard about it and ran away to freedom in Harrison County and their owners had them bushwacked, then shot down. You could see lots of niggers hanging from trees in Sabine bottom right after freedom, because they cought them swimming across Sabine River and shot them. There sure are going to be lots of souls crying against them in judgement!

The Civil War recovered the Union, but the moral underpinnings were left to rot. African Americans would not be truly recognized as human until one hundred years later.

George P. Rawick, ed., The American Slave: A Composite Autobiography (Westport, Conn.: Greenwood Publishing Company, 1972) vol. 5, Texas Narratives, part 3, p. 78

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