We consider pure states in the SYK model. These are given by a simple local condition on the Majorana fermions, evolved over an interval in Euclidean time to project on to low energy states. We find that diagonal correlators are exactly the same as thermal correlators at leading orders in the large $N$ expansion. We also describe off diagonal correlators that decay in time, and are given simply in terms of thermal correlators. We also solved the model numerically for low values of $N$ and noticed that subsystems become typically entangled after an interaction time. In addition, we identified configurations in two dimensional nearly-$AdS_2$ gravity with similar symmetries. These gravity configurations correspond to states with regions behind horizons. The region behind the horizon can be made accessible by modifying the Hamiltonian of the boundary theory using the the knowledge of the particular microstate. The set of microstates in the SYK theory with these properties generates the full Hilbert space.