It depends on what your child custody agreement and/or court order says. If it does not provide for the children to be taken out of state, even for vacations for example, then you will likely have to (1) get permission from the court to take them out of state; (2) come to an agreement with the in-state parent to take the children out of state; OR (3) talk to a lawyer to see if the custody agreement can be modified to permit out of state visits.