I played this US geography test from Metafilter and failed it the first four times I played it, but I've been doing it a couple times a day the past three days or so. I can now do them in alphabetical order without a mistake (rather than fill in the ones you know and then figure out the rest). Next I'll get them in any random order.
I thought it would be good to find something like this for the rest of the world, since I have a typical American's grasp of world geography and feel a little embarassed about it.
This quiz is pretty straightforward. I got 81 out of 111 on the Europe quiz (damn those Balkan States).
Syvum dot com has a vast array of tests I haven't really explored yet.