If you are IN the process, that is, something has been filed with the court, if there are temporary custody/visitation orders then they have to be followed.
If there are no orders at all, the parents have equal rights, including the right to move away.
Moving out of state will trigger a 6 month time limit during which a divorce action should normally be filed by the parent without the children, because the state where everyone lived would have the best shot at jurisdiction during that time. If the parent who did not move waits around, the new state where the children are living may become the 'home state' of the children, and the best location for jurisdiction.
If something had already been filed, moving the children won't disrupt jurisdiction, absent some weird facts.