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                                                                    EXHIBIT 23.9
 
                                    CONSENT
 
    I hereby consent to being named as a person chosen to become a director of
First Empire State Corporation in the Registration Statement on Form S-4 filed
with the Securities and Exchange Commission on February 9, 1998.
 
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<S>                             <C>  <C>
                                               /s/ PETER J. O'DONNELL
                                     -----------------------------------------
                                                 Peter J. O'Donnell
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