Conversation so far:
When did W. H. Auden go to the United States?
In 1939, W. H. Auden moved to the United States and became an American citizen in 1946.
What did W. H. Auden have to do with the United States?
W. H. Auden taught from 1941 to 1945 in American universities.

Question: What state was he in at this time?
Self-contained rewrite: What state was W. H. Auden in when he taught in American universities from 1941 to 1945?