Coming of Age, Parable, Psychological Thriller, Realism
Oates has described "Where Are You Going, Where Have You Been?" as slipping and sliding between genres. She suggests the terms "psychological realism" and "realistic allegory" (source). The story also fits within the coming-of-age genre as it follows its adolescent protagonist as she faces some tough decisions. She goes through a kind of initiation and transformation, which in this case is both moral and sexual.
The story's nuanced depiction of Connie's thoughts and feelings, in addition to its grounding in a recognizable, ordinary setting, makes it believable from a psychological point of view. Yet elements such as the characterization of Arnold Friend, as well as the almost supernatural ending, take the story to the kind of allegorical level that we associate with parable, a genre in which people function as archetypes (Arnold as a symbol of evil, for example).