I earned a Bachelor's degree in Game Art Design at a college in San Francisco, California. It was hard to make ends meet at first, but after a while I got into the swing of things and found my way. Game Development is such a growing field that colleges all over the country are offering great courses on the topic. I would contact colleges in your area to see what they offer in the field of games, and if possible you can even look into how their grads are doing (job placement after earning the degree, etc...).
If all else fails, you can consider relocating to a place where lots of games get made. From the top of my head, the San Francisco Bay Area is probably the most densely populated place in America for game studios, then Los Angeles, Seattle, Austin Texas, maybe Boston?
One benefit of going to school in San Francisco was that many of the instructors there either also worked in the industry or recently did, so doing well in a class was also making a contact that could help you find your first job. Also, you may have an easier time finding a meaningful internship if there are lots of game companies around your school.