We compute the exact maximum state complexity for the language consisting of $m$ words of length $N$, and characterize languages achieving the maximum. We also consider a special case, namely languages $C(w)$ consisting of the conjugates of a single word $w$. The words for which the maximum state complexity of $C(w)$ is achieved turn out to be a natural generalization of de Bruijn words. We show that generalized de Bruijn words exist for each length and consider the number of them.