Desperately needing a good night's sleep, an intrepid group of insomniacs headed off in search of somewhere far away from any place where caffeine was available.
They eventually found their way to present-day Utah, and set up a capital named after their leader, Joe Saltlakecity.
The rest of the state was named after his fellow insomniacs: Harry Provo, William Ogden, Curly Moab, Herman St. George, Edward Bryce Canyon, Elvis Mexicanhat, ...