T.G.I.F Riddle, W.T.F.

Once again I am being lazy and leaning on the talents of Tom and Ray Magliozzi at Car Talk.

This one made reference to a favorite film of mine, Oh, Brother Where Art Thou, making this riddle a geographical oddity. Here we go.

There is only one city in the United States whereby traveling along the four compass points, the first state you reach is the same--no matter which direction you choose. Name the city and the state.

Answer to come later.