It's 3 states away from Arkansas, and 2 if you take the train.
I made the clue a little more clear. From Arkansas, there is just one state that is 3 states away unless you take the choo choo. I did have to print out a map to confirm that. Bulldog34 may have viewed this site as a challenge.
Verum audaces non gerunt indusia alba. - Ipsi dixit MCMLXXII