A fun review of the states and capitals of the West: Washington, Oregon, California, Alaska, Hawaii, Idaho, Colorado, Utah, Wyoming, Nevada; also includes geographical markers such as Mexico and the Pacific Ocean.
Just cut the clues apart and attach to colored cardstock or index cards. I laminate mine because we use them so much they would be destroyed if I didn't! Then pass them out, one or more to each student. Any student can start, and it will completely loop back around to that one student at the end - great for if you have students who need extra support, so you can make sure they go first.