Having a claim for Social Security disability benefits means being out of work (or at the very least, living on a limited income). That often means that a person can no longer afford to live where they were living before, because there is insufficient money to pay the rent or the mortgage.
Some claimants have a spouse who is working, or sufficient resources to stay where they are; others are not so fortunate, and may have to move to another place to live with family or a friend.
Moving to a new place does not matter to the Social Security Administration. It will transfer your pending disability claim to your new jurisdiction. However, a big move can cause problems with proving your disability claim, because you will be ending treatment with doctors who may know you very well. Once treatment has ended, it is very difficult to obtain a medical source statement or opinion letter from your previous doctor.
To lessen the impact of your move on your disability case, get an opinion from your treating doctor(s) before you move. As I said above, if you do not get an opinion while you have an ongoing doctor-patient relationship, it is unlikely you will be able to get one later. So get an opinion while you can, and your disability claim will be stronger.
Once you relocate, re-establish medical care as soon as you can. A big gap in your medical treatment will not help your disability case. Find a new doctor right away.
And be sure to find good local representation for your Social Security disability claim.