Within the US, Yankees would refer to northeasterners (basically New England plus New York, New Jersey, and maybe Pennsylvania. Outside the US, Yankee seems to be able to refer to any US citizen (``Yankee go home'', etc.).

Just to round out the post, the term comes from the fact that the northeastern US used to be home to a lot of Dutch immigrants, and they were referred to indefinitely as Janke, a common Dutch first name. This degraded into Yankee and expanded from there to incorporate anyone from that general area.