What state do the Simpsons live in?

[I spent the winter writing songs about getting better]

I remember a list once eliminating all possible states that can definitely be thrown out, my reason being New Mexico. In one episode upon seeing a map Homer proclaimed "Oh, so there's a new Mexico now?" with the commentary "Because this would mean Homer would be unaware of what state he lives in, it is unlikely that Springfield is in New Mexico."

Of course Homer being unaware of what state he lives in doesn't strike me as all that odd...