Yes, I do. Usually it's not only where is what, but climate, transport connections (avia, railroads, just roads, etc.), state division, resource and other things I feel I need. Not every story has the same set of maps - some have unique ones, like here: #2 is a map showing radiation and fallout trail left after the nuke.
Maps actually help.
If your story runs for long - no matter how good of the memory one has, geography isn't usually a priority, and while one can memorize characters down to teeth, remembering what that damn city up north is called and how far is it (10 days walk or 100 days walk?) can be an issue.
Also the world you create starts to feel more real to you.