I haven't been there for ages, but I used to ski in Sussex County, NJ, which had Great Gorge/Vernon Valley (and a few other smaller places are nearby). I'm having a hard time finding current information, but it's apparently still open.
I'd never been to the Rockies, but since NJ is a helluva lot less of a journey (transatlantic plane into NYC, no internal flight, apx 1.5 hour drive from NYC), it's probably worth considering.
The Appalachian mountains aren't as big as the Rockies, of course, and therefore probably not as many expert runs, but if you're after intermediate, you might find New Jersey more convenient.
I hear upstate New York is pretty nice, but don't have any resort names (past or present) to throw at you. When I was skiing in NJ, I used to hear of Vermont being the most expensive of the [New York City weekend] area, may still be.
Have fun!