jokes - Ending a sentence with a preposition?

Recently in an episode of 'House of cards' they bring up the joke

"Two freshmen girls are moving into their dorm room together. One of them's from Georgia, one of them's from Connecticut. The girl from Connecticut's helping her mother put up curtains. Girl from Georgia turns to them and says, "Hi. Where y'all from?" Girl from Connecticut says, "We're from a place where we know not to end a sentence with a preposition." The girl from Georgia says, "Oh, beg my pardon. Where y'all from...cunt?"

Now, i suppose the punchline has something to do with the not-preposition, but what i don't get is why the Connecticut girl even considers that a sentence cannot end with a preposition?
Is there any reason for stating that prepositions can't be on the end of a sentence? And if not, what is the punchline of this joke?

If this joke's punchline is not pertaining to English language or if this is not a grammatical joke, i'm sorry and will remove the question.

Answer

If you Google for "end sentence with preposition", you will get a ton of links, most of which will explain "one should not end a sentence with a preposition" is a mythical rule that in fact does not describe English usage, but is nevertheless sometimes (or even often) mistakenly quoted as fact.

This article tells a bit about the history of the rule - in short, that it started in 1672 with a certain John Dryden, who claimed it to be an abominable practice but never gave any indication why he thought so. It is generally considered to be applying Latin grammar rules to English text, which makes as much sense as a pancake on a bunny's head.

The joke is recognising this fact, and making fun of the pseudointellectual pedants who cite this "rule" seriously.