Mnemonic devices are one of the most popular ways for memorizing long strings of facts. States and capitals are a perfect opportunity to put creative mnemonic devices to work. To do this, spend some time writing out sentences that use states and their capitals. For example, for Hartford, Connecticut, you could use, "A heart in a Ford drive up to connect a cut." Draw a picture of a heart with a face driving a car holding a Band-aid and driving towards a cut in a tree or person's arm. Another example is "A gust of wind blew down Main Street." This is an easy way to remember Augusta, Maine.
Buy or create a puzzle map of the United States that is broken up into different states. Have students put the puzzle together, but don't let them place a state on the map until they name it and its capital. You can do this as a class exercise or with individual students.
This lesson is a spin-off on the classic game of Memory. As you slowly teach kids the states and capitals using a map, lay out large cards with states and capitals written on them, face down. Have a volunteer flip over a card. If it's a state, the student should name the capital, getting help from friends if necessary. If it's a capital, he should name the state. The students take turns flipping over cards until they can make matches and remove all the cards from the playing area.
To give students something to remember each state and capital by, make a slideshow or present videos about each state. These visuals will give the students reference points and visuals to use in their memorizing.