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Why are Huck and Jim heading towards Cairo?
It is the promised land of freedom from society's unfair laws for them both.
It is where Jim knows he can access the slave markets and be able to buy back his family.
Tom Sawyer talked a lot about how amazing of a city it was, so Huck wants to go there.
It is where the Illinois River and Ohio River meet; they can catch a steamboat to the free states from that junction.
It's just the only place they could think to go.