Borat: Cultural Learnings of America for Make Benefit Glorious Nation of Kazakhstan

At the behest of the Kazakh Ministry of Information, reporter Borat Sagdiyev leaves Kazakhstan for the "Greatest Country in the World", the "U, S and A" to make a documentary. He leaves behind his wife Oxana and other inhabitants of his village â including his "43-year-old" mother, "No. 4 prostitute in all of Kazakhstan" sister, "the town rapist", and "the town mechanic and abortionist". His companions are his producer Azamat Bagatov and a pet hen.
In New York, Borat sees an episode of Baywatch on TV and immediately falls in love with Pamela Anderson's character, C. J. Parker. While interviewing and mocking a panel of feminists, he learns of the actress' name and her residence in California. Borat is then informed by telegram that Oxana has been killed by a bear. Delighted, he secretly resolves to travel to California and make Anderson his new wife. He makes excuses to convince Azamat to travel to California with him. Azamat is afraid of flying because of the September 11, 2001, attacks, which he believes were the work of Jews. Borat, therefore, takes driving lessons and buys a dilapidated Gaz truck for the journey.
During the trip, Borat acquires a Baywatch booklet at a yard sale and continues gathering footage for his documentary. He meets gay pride parade participants, politicians Alan Keyes and Bob Barr, and African American youths. Borat is also interviewed on live television and disrupts the weather report. Visiting a rodeo, Borat excites the crowd with jingoistic American remarks, but then sings a fictional Kazakhstani national anthem to the tune of "The Star-Spangled Banner", receiving a strong negative reaction. Staying at a bed-and-breakfast, Borat and Azamat are stunned to learn their hosts are Jewish. Fearful at the hands of their hosts, the two escape after throwing money at two woodlice, believing they are their Jewish hosts transformed. Borat attempts to buy a handgun to defend himself, but is turned away because he is not an American citizen. Borat purchases a bear for protection.
Borat seeks advice from an etiquette coach who suggests Borat attend a private dinner at an eating club in the South. During the dinner, he (unintentionally) insults or otherwise offends the other guests. When he lets Luenell, an African-American prostitute, into the house and shows her to the table, they both get kicked out. Borat befriends Luenell, and she invites him into a relationship with her, but he tells her that he is in love with someone else. Borat then visits an antique shop with a display of Confederate heritage items, and clumsily breaks various items.
At a hotel, Borat, just out of the bath, sees Azamat masturbating over a picture of Pamela Anderson in the Baywatch booklet. An angry Borat accidentally reveals his real motive for traveling to California. Azamat becomes livid at Borat's deception, and the situation escalates into a fully nude brawl with homoerotic undertones,[9] which spills out into the hallway, a crowded elevator, and ultimately into a packed convention ballroom. The two are finally separated by security guards.
As a result, Azamat abandons Borat, taking his passport, all of their money, and their bear (whose head is later seen inside Azamat's motel refrigerator). Borat's truck runs out of gas, and he begins to hitchhike to California. He is soon picked up by drunken fraternity brothers from the University of South Carolina. On learning the reason for his trip, they show him the Pam and Tommy sex tape, revealing that she is not the virgin he thought she was. After leaving the three students, Borat becomes despondent, burning the Baywatch booklet and, by mistake, his return ticket to Kazakhstan. He is also about to slaughter his pet hen, but then changes his mind and lets it go.
Borat attends a United Pentecostal camp meeting, at which Republican U.S. Representative Chip Pickering and Mississippi Supreme Court Chief Justice James W. Smith, Jr. are present. He regains his faith, and forgives Azamat and Pamela. He accompanies church members on a bus to Los Angeles and disembarks to find Azamat dressed as Oliver Hardy (though Borat thinks that he is dressed as Adolf Hitler). The two reconcile and Azamat tells Borat where to find Pamela Anderson. Borat finally comes face-to-face with Anderson at a book signing at a Virgin Megastore. After showing Anderson his "traditional marriage sack", Borat pursues her throughout the store in an attempt to abduct her until he is tackled and handcuffed by security guards. Borat visits Luenell and they return to Kazakhstan together.
The final scene (set 8 months later) shows the changes that Borat's observations from America have brought to his village, including the apparent conversion of the people to Christianity (the Kazakh version of which includes crucifixion and torturing of Jews) and the introduction of computer-based technology, such as iPods, laptop computers and a high-definition, LCD television.
The film plays out with a recapitulation of a mock Kazakhstan national anthem glorifying the country's potassium resources and its prostitutes as being the second cleanest in the region. The visual melange of Soviet-era photos are mixed with the real flag of Kazakhstan and, incongruously, the final frames show the portrait of Ilham Aliyev, real-life president of Azerbaijan, a country that had not been otherwise mentioned in the film.

Question: What state is Borat hitching to on his journey?
Answer: California