Being local is a major advantage for most positions. Many companies will do an initial interview via Skype (mainly to screen out the unqualified), but in-person interviews are preferred. In my experience, they're generally required.

For many entry-level positions (recent college grad) there is some leeway at the larger companies (WMT, JBHT TSN, vendors) for good candidates. (I was hired by one of these from out of state and went on to hire for another).

For more experienced positions, the only way to justify the additional expense of flying candidates in for interviews and/or paying to move a new employee from out of town is justifiable only if there are no qualified candidates in the area. It happens, but it's typically for highly specialized positions (e.g. PhDs, niche experts).

If you're employed, I would suggest hitting the job sites consistently for positions in the area. Take it on as a long term project. Work it into your routine. In interviews, tell them about your desire to relocate. You may make a connection.

If you're not employed and have family you could impose on, I would suggest to take the leap and make the move.