Have you tried the Davidson Institute's state information page?
Gifted Education Policies That's how I realized that the private school about 10 minutes from my house attracts a high proportion of gifted kids. It isn't a gifted school per se (giftedness is not a requirement), but they teach all kids at the level of their ability in all core subjects in every grade, making it ideal for gifted students. Most students are working at least one year above grade level, without skipping grades. The school is able to provide each child with an individualized curriculum by keeping class sizes small (100 kids max in grades K-12). So, I'd recommend looking for a school with a teaching philosophy that fits your kids, not necessarily a school with the "gifted" label.
