Puzzles are a great way for kids to learn geography. We've had a ton of them over the years, along with shower curtain maps, fridge magnet maps, and an assortment of map games and my kids can pin point any state, capital and country on any map.
They're getting older now so we've moved on to the periodic table of elements shower curtain, cards and again, fridge magnets. If you make it fun, kids can enjoy learning.
I'm picking up a couple of these for my younger neices and nephews. I hope they have as much fun with them as my kids did.