Law enforcement in New York, Texas and Virginia have all been placed on alert, though an unnamed government official told Reuters that the threat is relatively low-level.
"Another possibility is that this is just an attempt to inspire someone here to mount an attack," the official said.
In Texas, the governor is urging residents to remain vigilant, but to continue business as usual.
"Texans should go about their daily lives as usual, but remain vigilant over the next several days and report any suspicious activity," Texas Governor Greg Abbott said in a statement.
New York officials had less to say, stating simply that they are working with other agencies on the issue.
"We are aware of the information," said the Port Authority of New York and New Jersey, who operates airports, bridges, and tunnels. They added that they are working with intelligence agencies, as well as the Joint Terrorism Task Force.
Democratic presidential nominee Hillary Clinton and Republican candidate Donald Trump will hold election parties in New York City on Tuesday evening after the polls close.
Law enforcement in many cities are also preparing for the possibility of civil unrest following the outcome of the profoundly divisive election.