Researching jobs out of state is much the same as in-state. Job boards and headhunters always list jobs out of state and there are job boards based in specific states that also just focus on job openings in that state. Also, creating a target list of companies in the state you want to work and reaching out to your network (even if they don't live there, everyone knows people elsewhere) for contacts and referrals is recommended. Contacting the local chapter of your professional association and asking if they post jobs is a good idea. Last, looking at the websites for each of those companies on your target list to see what jobs they are recruiting for.

Frankly, the challenge isn't finding the jobs, it's being able to go on the interviews, particularly if you work full-time and need to take time off. If this is a dilemma, then taking a few personal or vacation days off and lining up as many networking meetings and interviews as possible makes sense.