"Shandong's name is literally translated as: east of the mountain, which refers to the province's location east of the Taihang Mountains.[1] The province is located in the lower reaches of the Huang He (Yellow River) and extends out to sea in the form of the Shandong Peninsula. Shandong borders the Bohai Sea to the north, Hebei to the northwest, Henan to the west, Jiangsu to the south, and the Yellow Sea to the southeast; it also shares a very short border with Anhui, between Henan and Jiangsu."

Source: http://en.wikipedia.org/wiki/Shantung