en.wikipedia.org/wiki/Thank_God_for_Mississippi

Since the U.S. state of Mississippi commonly ranks at or near the bottom of such rankings, residents of other states also ranking near the bottom may say, “Thank God for Mississippi”, since the presence of that state in 50th place spares them the embarrassment of being ranked last.[10] The phrase is in use even among state government officials[11][12] and journalists,[13][14][15][16] though occasionally with a slight modification.[17][18][19]