???

Springfield. Could be Ohio, New Mexico or El Salvador.

Springfield. Duh.

It's kind of a running joke that they never say in which state the live.

You don't know. They have actually joked about not knowing where it is a few times in episodes.

Pretty sure it's Illinois.

There are 35 states with Springfield.  I believe that's why they chose it to be the name of their fictional city.

The creators purposefully mention things in episodes to contradict anything that might pin them to a specific state.

what the fuck with the threads that are basically misplaced.

It's been an ongoing joke that they don't mention what state Springfield is in.  On a side note, I can't believe this show is still on.  I remember wwwwaaaaayyyyyyyyyy back when the show used to be funny, but seriously The Simpsons haven't been good for at least a decade in my opinion.

They said it during one of the clip show episodes giving you a fake history of the "real" Simpsons family.  They live in Kentucky.

Thanks for reminding me of The Simpsons. Makes me sad that the show will get off the air when either a cast member dies or the show is completely run into the fucking ground. As for which state I don't know but they have made jokes about it.

In the movie, it is said that Springfield's state is bordered by Ohio, Nevada, Maine and Kentucky.  Good luck figuring that one out.

In the words on Angelica Pickles: "If you have to ask, you'll never know". 

In the world of Simpsons, they have a point where 5 states and two country borders meet on a single line. 

The world may never know. Actually, I would love for when the final episode airs (If it does) that they say where they live.

It's been mentioned that it's in the fictional state "North Takoma" by people working on the show, but that has never appeared in the show itself. The name Springfield itself was chosen because of it's ubiquity. They didn't want the fictional place to be confused with any specific real place, so they named it Springfield since there are nearly 40 Springfields in the US.

http://www.snpp.com/guides/springfield.list.html
 
This runs down every episode where the Simpsons mention States. They basically allude to almost every state, making the actual location impossible to figure out.