The Northern Commonwealth was one of the thirteen commonwealths of the pre-War United States. Created in the early 21st century, it was comprised of the former states of Montana, Wyoming, North Dakota and South Dakota.
In 2281, the Great Khans could have abandoned the Mojave, and worked with the Followers of the Apocalypse in Wyoming to create a mighty empire. Also, the White Legs can flee to Wyoming after their leader, Salt-Upon-Wounds, is killed.
Little is known about this area, except that there is a Brotherhood of Steel bunker here, the Lonesome Drifter was born here, there are coal mines active in the area  and, if the Courier has the Lady Killer perk, it is revealed he may have had a child with a woman from there.
The Northern Commonwealth does not appear in any released Fallout games. However, Wyoming is mentioned in one of the Fallout: New Vegas endings regarding the Great Khans and Montana is mentioned in Fallout 3 and Fallout: New Vegas.