Ocean City is a city in Cape May County, in the U.S. state of New Jersey. It is the principal city of the Ocean City metropolitan statistical area, …Ocean City is a city in Cape May County, in the U.S. state of New Jersey. It is the principal city of the Ocean City metropolitan statistical area, which encompasses all of Cape May County, and is part of the Philadelphia-Wilmington-Camden, PA-NJ-DE-MD combined statistical area, also known as the Delaware Valley or Philadelphia metropolitan area. It is part of the South Jersey region of the state.