where is Nebraska located at?
The Kansas-Nebraska act of 1854 created these two territories: Nebraska is north of Kansas [which is north of Oklahoma and Texas], and, as Catharine said, south of South Dakota. It would be a good idea to memorize these states north to south: North and South Dakota; Nebraska; Kansas; Oklahoma; Texas.
Nebraska is bordered to the east by the Missouri river, so it used to be thought that the path to riches (during the Gold Rush) was west of this river.
Finally, 'located' and 'at' don't go together. Instead, we might ask: 'where is Nebraska located?'