I remember Wyoming "last" because I remember all of the states in alphabetical order. I memorized a certain song I was taught in grade school called Fifty, Nifty United States.
https://www.youtube.com/watch?v=WhDrGnjacvA
I remember my whole class in 3rd grade had to sing this at a school assembly. It's how I recall all the states to this day.
Anyway, I'd bet there's probably some regional variance on what states people remember most and least. I remember Delaware easily because I'm almost directly north of it, but I think I'd probably have the most trouble with a Deep South state if I weren't singing the song.