From: San Antonio, TX
Yes, the Leno 'field segments' are amusing enough. They make me shake my head at the lack of common knowledge (and common sense) some people have.
There's a pernicious bent here too that needs to be underscored. Leno wasn't in Inner Mongolia asking some Yak herder the capitol of Ohio. He was getting (mostly white) Americans to make fun of themselves. Southerners seem to be fair game ("rednecks") for this sort of wink-wink fun making. Don't you dare think it's OK to do this to East Coast New York urbane sophisticates, black teenagers, latinos in Southern California or first generation Chinese Americans (through translators). But pick on white Americans from SoCal? I guess that's OK.
That's why, when these sorts of geography name games come up with my European friends, I quickly ask them all about central America and South American geography. American state capitols (particularly for those US states that are larger than most European countries in population) are another good one. Most Europeans that want to get into this "You Americans know nothing about world geography" do have a stilted Euro-centric focus. It's good to shine a light on their areas of ignorance too.
So, the next time some European sniggers about you not knowing the capitol of the Netherlands (population 16.6M), ask them to recite for you the capitol of California (population 37.6M) or Florida (19.0M). Do they know? If not, why on Earth not? Must be their crap educational system.
Either that or WE ARE ALL IGNORANT ABOUT SOMETHING. It's best not to poke too much fun at others, lest we be judged ourselves.
Incidentally, about 90% of the Europeans that I ask about California and Florida state capitols get it wrong. Most Canadians too.