If your ex-wife has threatened to move away a great distance and take your children with her, you might have legal recourse. The threat of moving away in this manner is sometimes used in order to encourage the non-custodial parent to be more pliable during certain negotiations. There are some forms of legal action that will allow you to mandate she is not allowed to leave the state with the children. If they decide to do so anyway they can be held in contempt of court, and this is where legal representatives really come in handy. It is a good idea to have a knowledgeable legal professional around to aid you when completing legal forms.
If the legal action goes forward in your favor then you should be able to keep the children in the state, and if your wife leaves anyway she will likely be found in contempt of court.
Most often the custodial parent is required to ask for permission from the court before she takes the children in order to leave the state. Of course this is assuming that you and your former spouse have already gone to court for divorce or custody matters in the past. Legal matters are typically very time sensitive, and for this reason it is important that you seek out a legal professional to help you with this situation quickly. If you find yourself in a situation like this it would be a good idea to seek out assistance as soon as possible.