Cairo, Illinois, is freedom for Jim. This river is at the confluence of the Mississippi and Ohio Rivers. So, since Huck and Jim have no choice but to travel south, Cairo is the farthest south that they wished to go because it is in a free state and Jim could be able to get passage on a steamboat on the Ohio River from there and be on his way to freedom.
In Chapter XVI, some men want to check the raft for slaves, but Huck tells them that his family has had smallpox, so they move away from him, sending each a twenty dollar gold piece to him on a board. Huck feels badly that he has so tricked the men, but he cannot give Jim up to anyone. He reasons,
well, then...what's the use you learning to do right, when it's troublesome to do right and ain't no trouble to do wrong, and the wages is just the same?
Back on the raft Jim is thrilled that they now have passage money for the steamboat. That night they see the lights of a town, but when Huck goes ashore and asks a man if the town is Cairo, he is told "Cairo? no. You must be a blame'fool." They check two other towns, but do not find Cairo. Sadly, they realize they have gone too far.