The Beverly Hillbillies moved from the state of Arkansas to California.
In some of the episodes the Beverly Hillbillies mention a few places such as Joplin MO and Eureka Springs Arkansas as being the nearest cities of any size.
That means that according to the story plot of the Beverly Hillbillies they were from the state of Arkansas.
We do know for sure that the Beverly Hillbillies were from the Ozarks and although MO is in the Ozarks as well Arkansas is in the Ozark mountains as well.
They never really mention the actual state the Beverly Hillbillies were from but from what I an most other people have gathered and referenced from the shows episodes we can say for near 100 percent certain that the Beverly Hillbillies were from Arkansas.
I would rather have lived in Arkansas in the woods than Beverly Hills California in a huge mansion even when I got rich.
Or at least build the mansion in the woods.