Ulster

Ulster is one of the four historical provinces which make up the island of Ireland. The others are Leinster, Munster and Connacht. 

There are nine counties in Ulster. Three of them are in the Republic of Ireland:
County Cavan
County Donegal
County Monaghan 

The other six counties make up all of Northern Ireland, which is part of the United Kingdom:
County Antrim
County Armagh
County Down
County Fermanagh
County Londonderry
County Tyrone

Due to the fact that most of Ulster is in Northern Ireland, the name "Ulster" is also sometimes used to mean Northern Ireland, even though Northern Ireland is only part of Ulster. This is called totum pro parte in Latin which means "the whole for a part".