In New England — according to a recent analysis from Scarborough Research, a joint partnership with Nielsen and Arbitron.
The study, which asked respondents in 81 U.S. cities to select the political party label that best describes how they see themselves – regardless of how they may have voted in the past, found that Boston, Providence, R.I., and Hartford, Conn. have the highest percentages of adults who consider themselves to be “Independents.” 
In contrast, Pittsburgh, Lexington, K.Y., and Oklahoma City, O.K. have the smallest percentages of self-identified Independents.