Step 1: Think of how each UT is placed.
Jammu and Kashmir is one block. Andaman and Nicobar and Lakshadweep lie in the sea. Only Puducherry is broken into pieces.
Step 2: Name the pieces of Puducherry.
Its four regions are Puducherry, Karaikal, Mahe and Yanam. They were once French colonies and are far apart.
Step 3: Link each piece to a state.
Puducherry and Karaikal are on the Tamil Nadu coast. Mahe is on the Kerala coast. Yanam is in Andhra Pradesh.
Step 4: Conclude.
Since its regions lie inside three states, the answer is Puducherry, option 4.
Final Answer:
Puducherry has four separate regions inside three states, so the answer is option 4.
\[ \boxed{\text{Option 4}} \]