I just discovered a great website called Sheppard Software that features all sorts of free Geography Learning Games for kids.  The games are all interactive and free.  My five year old had a lot of fun learning the names and the locations of the states with me today.

There are all sorts of interactive games for various age groups (Beginner, Intermediate & Expert).  The games range from identifying states, state capitals, lakes & bodies of water, and puzzles, quizzes and more. 

The games & activities are fun for all ages, and the kids are really enjoying the process of learning while they use the computer.

I also recommend the LeapFrog Interactive Globe for additional Geography skills.  Sometimes having the globe for physical reference helps to bring it al together.  This globe uses an interactive stylus and has a whole bunch of Geography quizzes, & identifying games to play.  I bought one last fall on Amazon for $49.99 so watch for a sale.