The whole milk campaign begin when in 1993 and was the result of more than 20 years of declining milk consumption in California. So milk processors from all over the state banded together to do something about it (California Milk Advisory Board). The result? The now famous and wildly successful "got milk?" campaign was the result. Featuring all sorts of celebrites with milk moustaches in newspapers.
I suppose its not suprising that such a crazy campaign would get its roots in the Golden State.