Secession was not a settled issue until 1865.
Madison authored the Virgiana Resolutions:
http://en.wikisource.org/wiki/Virginia_Resolutions_of_1798
and Jefferson authored the Kentucky Resolutions:
http://en.wikisource.org/wiki/Kentucky_Resolutions_of_1798
New England Federalists and the Hartford Convention
The election of 1800 showed Jefferson's Democratic-Republican Party on the rise and the Federalists declining. The Federalists felt threatened by initiatives taken by their opponents. They viewed Jefferson's unilateral purchase of the Louisiana territory as violating foundational agreements between the original thirteen states—Jefferson transacted the purchase in secret and refused to seek the approval of Congress. The new lands anticipated several future western states that would be—the Federalists supposed—populated by emigrants from the eastern states who likely would be dominated by the Democratic-Republicans. The impeachment of John Pickering, a Federalist district judge, by the Jeffersonian dominated Congress and similar attacks on Pennsylvania state officials by the Democratic-Republican legislature added to the Federalists' alarm. By 1804, their national leadership was decimated and their viable base was reduced to the states of Massachusetts, Connecticut, and Delaware.
Timothy Pickering of Massachusetts and a few Federalists envisioned creating a separate New England confederation, possibly combining with lower Canada to form a new pro-British nation. Historian Richard Buell, Jr., characterizes these separatist musings:
Most participants in the explorations—it can hardly be called a plot since it never took concrete form—focused on the domestic obstacles to consummating their fantasy. These included lack of popular support for such a scheme in the region. ... The secessionist movement of 1804 was more of a confession of despair about the future than a realistic proposal for action.
The Embargo Act of 1807 was seen as a threat to the economy of Massachusetts and in May 1808 the state legislature debated how the state should respond. These debates generated isolated references to secession, but no definite plot materialized.
Federalist party members convened the Hartford Convention on December 15, 1814; they addressed their opposition to the the continuing war with England and the domination of the federal government by the 'Virginia dynasty'. Twenty six delegates attended—Massachusetts sent 12, Connecticut seven, and Rhode Island four; New Hampshire and Vermont declined but two counties each from those states sent delegates. Historian Donald R. Hickey noted:
Despite pleas in the New England press for secession and a separate peace, most of the delegates taking part in the Hartford Convention were determined to pursue a moderate course. Only Timothy Bigelow of Massachusetts apparently favored extreme measures, and he did not play a major role in the proceedings.
The final report addressed issues related to the war and state defense; and it recommended several amendments to the Constitution dealing with "the overrepresentation of white southerners in Congress, the growing power of the West, the trade restrictions and the war, the influence of foreigners (like Albert Gallatin), and the Virginia dynasty's domination of national politics."
Massachusetts and Connecticut endorsed the report, but the war ended as the delegates were returning to Washington, effectively quashing any good impact the report might have had. Generally, the Hartford Convention was a "victory for moderation", but the timing of events caused the convention to be castigated (by the Jeffersonians) as "a synonym for disloyalty and treason"; all which became a major factor in the sharp decline of the Federalist Party.
http://en.wikipedia.org/wiki/Secession_in_the_United_States
INDIANAPOLIS, IND., January 3, 18639.20 p. m.
Hon. EDWIN M. STANTON,
Secretary of War:
I am advised that it is contemplated when the Legislature meets in
this State to pass a joint resolution acknowledging the Southern
Confederacy, and urging the States of the Northwest to dissolve all
constitutional relations with the New England States. The same
thing is on foot in Illinois.
0. P. MORTON,
Governor of indiana.
--Indiana Governor Oliver P. Morton, telegram to U.S. Secretary of War, January 1863
http://ebooks.library.cornell.edu/m/moawar/text/waro0124.txt
http://www.80thindiana.net/hist/80-jan63.htm