Step 1: Understand the concept of population density.
Population density refers to the number of persons living per square kilometer. It is a measure of how crowded a place is.
Step 2: Compare the options.
- Punjab: Fertile plains but smaller in population compared to density leaders.
- Uttar Pradesh: Has the largest population in India but also a large area, so density is slightly lower.
- Kerala: High density, but still less than West Bengal.
- West Bengal: Known to have the highest density of population in India due to fertile land of the Ganga-Brahmaputra delta and urban crowding (Kolkata region).
\[
\boxed{\text{West Bengal has the highest population density among the given states.}}
\]