Regional and a bit confusing. The following is from
http://www.Epicurious.com
club steak
This tender, flavorful beef cut comes from the small end of the SHORT LOIN next to the rib. It has a bone along one side, but includes no portion of the tenderloin.
Delmonico steak
Another specialty made famous at Delmonico's, this tender, flavorful steak is a boneless beef cut from the SHORT LOIN. Depending on the region, butcher and so on. It's also referred to as a NEW YORK STEAK. The Delmonico steak can be broiled, grilled or fried.
New York steak
Also known as New York strip steak and shell steak , this cut of meat comes from the most tender section of beef, the SHORT LOIN. It's the boneless top loin muscle and is equivalent to a PORTERHOUSE steak minus tenderloin and bone. Depending on the region, it's also marketed as Delmonico steak, Kansas City (strip) steak, shell steak, sirloin club steak and strip steak . This tender cut may be broiled, grilled or sautéed.