This is a fun way to memorize the states & capitals and can be created with readily available materials.
Materials:
*US Map showing all states
*Index cards
On index cards list the states on one side and the capitols on the other. Lay the cards, state side up, on the table. Use a small object (coin, lego, etc) and toss it onto the map. Your child will name the state it lands on and then tell the capitol of that state. If he/she is correct, they keep the card for that state. If your child is only learning the states and hasn't advanced to capitols yet, simply have a labeled map available for "checking" and allow them to keep a card if they name the state correctly.
An alternative to this would be to use a US puzzle that has individual pieces for each state. The child would draw the state and name it simply from looking at its shape. You could also adapt the game to memorize state birds, flowers, flags, etc.