Original: Mato Grosso do Sul literally means "Southern Thick Forest", a name inherited from its northern neighbour state of Mato Grosso, of which it was part until split in the 1970s.
Simplified: Campo Grande is the capital of the state Mato Grosso do Sul means "Southern Thick Forest". The name comes from its northern neighbour state of Mato Grosso. Mato Grosso do Sul was a part of Mato Grosso until they were split in the 1970s.