The quotation "When the Okies left Oklahoma and went to California,
the average intelligence of both states went up," is widely attributed
to Will Rogers. (See for example, the New England Journal of Medicine,
Volume 312:1604-1608  June 20, 1985  Number 25 The Will Rogers
phenomenon. Stage migration and new diagnostic techniques as a source
of misleading statistics for survival in cancer)  Once, long ago, I
read (In the New Republic if I remember correctly in about
1985-88)that this was really someone else's quote, perhaps WC Fields.
Whoever really said it, I'd like to know exactly when and have a
primary source verification of some type.

I live in northeastern Oklahoma, just a few miles from Will Rogers'
birthplace, Oologah.

I have often heard this quote in association with Rogers. But, like
Mark Twain, Will Rogers is someone to whom amusing quotes tend to be
attributed when their origin is unknown.

I have emailed a local expert on Will Rogers, and I'll let you know if
I receive any useful information.

If W.C. Fields is a possible source of the quote, I wonder if it might
come from Fields' classic movie "It's a Gift," in which a man moves
his family cross-country to California.

I've located one published article that attributes the quotation to
someone other than Will Rogers. Unfortunately, no source is cited. I'm
trying to contact the author of the article to see if he can offer any
assistance. If I get any response, I will let you know.

It sounds like an allusion to "The Grapes of Wrath" by John Steinbeck.
The Joads who are the main characters of the novel are moving from
Oklahoma to California in the story.

Though "It's a Gift" was great fun to watch, the golden quote in it
is, "Well, I may be drunk, but you're crazy, and tomorrow I'll be
sober and you'll still be crazy!" and not what I'm looking for.  I
can't imagine it's Steinbeck, not because it isn't a great idea but
because you'd think that someone would have figured that out by now. 
(The "Will Rogers" phenomenon is a very chic topic in Cancer Medicine
right now.)