Sheppard Software.com is a wonderful site with FREE online geography games to teach students of all ages the following:

• Names of the 50 United States
• Location of each state on the map
• Capital of each state
• Geographic regions of the U.S.
• Lakes of the U.S.
• Rivers of the U.S.
• Bays, seas, & other ocean features surrounding the U.S.

A  helpful tip: Their site mentions at the top what to do if a game is not working.  The game did not work for me, and so I used their tip to use the Mac version even though I have a PC.   It worked!