While many Americans like to claim they're number one, it is likely their low education levels that makes them believe that. According to the Organization for Economic Cooperation, American students rank 28th in math and science scores (for those not good at math, it means there are 27 better countries).
The educated people at Home Snacks made a map of the United States comparing each state with a foreign country that is said to have similar education levels, using the United Nations Development Program index. Understanding this map will take knowledge of both United States and world geography, which means you'll be most likely to get it if you live in the Northeast.
Here's the map zoomed in to help you focus:
A more accurate way of determining how smart a state is will be waiting to see how they vote in November.