The best way to learn Geography is to live it, to do it and if you can't then live it through a book.  I am always on the search for literature that cover geography in a story.  My Favorites are Paddle to the Sea, Seabird , Pagoo and Minn of the Mississippi by: Holling Clancy Holling. These lovely picture books take you on amazing journeys across the United States.

Along with books invest in a world map, a country map and your state map place them at your children's eye level. Placemat maps are great inexpensive alternatives and more durable. I have even hung them on my walls. 

Finally SING IT!  I once taught a class of Pre-Kindergarten all their state and capitals in 6 weeks with this song:  years latter they all still know it!  I started each morning by playing the entire song. Then I read the first stanza with them several times, the next day we reviewed the first stanza once they got it we added the next stanza and so on.