There are at least two Climaxes: Consuelo cites Climax, Michigan (population 791); tsuwm cites Climax, Minnesota (population 243 and, I grieve to state, declining).

So each of you can have your own Climax.

http://www.placesnamed.com/c/l/climax.asp: It appears that one can also come to Climax in 3) Colorado, 4) Georgia, 5) Iowa, 6) Kansas, 7) Kentucky, 8) New York, 9) North Carolina, 10) Ohio, 11) Oregon, 12) Pennsylvania, 13) South Carolina, 14) Texas, 15) Virginia, and 16) Washington.