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 shame of being ranked last.[2]

Examples include rankings of educational achievement, business opportunities,[3] obesity rates,[4] overall health,[5] the poverty rate,[6] life expectancy, or other[7][8] criteria of the quality of life or government in the 50 states.[9]

https://en.wikipedia.org/wiki/Thank_God_for_Mississippi