Fair enough!
I presume you mainly just follow your own team and their conference?
I'd say it depends on the sport. The NFL can grab a huge audience no matter what game it televises nationally, and a lot of people follow the whole league, probably for a variety of reason, but fantasy football is probably a big factor in how widely and thoroughly consumed the league is.
Some of the other pro sports are much more regionally followed though—and it's largely a product of the fact that leagues like MLB play 162 games, and the NBA and NHL 82. You'll still find rivalries in all these leagues that aren't geographical though if two teams tend to have good eras simultaneously. Like the Boston Celtics and L.A. Lakers back in the day, or the Golden State Warriors, and Cleveland Cavaliers now.
EDIT: I should also say that sport in North America is by and large far less regionalized than in Australia with the AFL and NRL and the like.