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I can think of two reasons for applying to multiple out-of-state locations.
Both reasons have applied to me at various times in my life:
1. You are desparate and need a job anywhere. 'Nuff said.
2. You are entry-level and truly are willing to work anywhere. If you are
just out of college and starting your career, why should you have to work
only in your parent's zip code? When I was in that situation, I applied in
at least five different geographical markets.
In either case, you need to have a credible story to explain to the employer
why you want to work in that location.