SÃ # o Paulo ( Portuguese : Saint Paul ) is the capital of the state of SÃ # o Paulo , Brazil . SÃ # o Paulo is located in Southeastern Brazil , in southeastern SÃ # o Paulo State , approximately halfway between Curitiba the Capital of ParanÃ State , previously part of SÃ # o Paulo State and Rio de Janeiro , formerly capital of Brazil and now capital of the State which bears the same name .