First, divide students into groups. Then, give each group the almost blank map of the United States.
Then, have students ask questions about the other states to you.
For instance, they may ask "Where is Alabama?" And you can answer "It's under Tennessee."
In my small classes, the groups come up one at a time. In a regular-sized (30-40 students) class, each group can ask so that the rest of the groups can hear the question and the answer.
Keep track of which questions have been asked, so you can use states that they already know to answer future questions. For instance, they don't know where Alabama or Florida are to start, but once they know where one of them is, you can use them to answer questions other questions. For example, if they know where Florida is, you can answer, about Alabama, that "It's under Tennesee, and it's on Florida." Now that they know where Alabama is, you can use it to answer where Mississippi is, etc.
You should have a complete map of the US with you, so you can answer the questions correctly!
When all the states have been guessed, give them a complete map of the US and have them see where they were right or wrong!