According to the "Behind the Laughter" episode, they are from Kentucky.
According to the Halloween episode where Maggie is really an alien, they live on the southern coast, near Louisiana.
Springfield is a city in a constant state of change. Locations move from being within walking distance or field of view of one another to being on the other side of town. Furthermore, features spontaneously appear when convenient. Springfield apparently has a harbor, a mountain range, a forest, and much more, that do not appear in aerial views.
The Simpsons have been banned from 49 out of 50 states in the US, presumably including their home state because they are "going to New Mexico" or Arizona or somewhere in the Southwest.
Springfield has a number of "towns" like the Russian district, or "Immigranttown" (or whatever). Further, West Springfield is 3x the size of Texas.
In the end, there's too much evidence against any state for Springfield to be anywhere. It's just conveniently located where it is, to the advantage or disadvantage of whatever the story calls for.