You mean transfer of your probation on a state court conviction from one state to another? It's done in lots of cases. In many jurisdictions, the process starts when an application is made to the judge who imposed sentence to transfer probation to the other state. Talk to the lawyer who represented you on the underlying case. He's the best one to start the ball rolling. The probation personnel of both states usually have to go along with the plan, which they won't if they think it's a sham or a way to circumvent supervision. But your lawyer can put together a presentation to show that you have a serious commitment to move to the new state (family ties, a place to live, a job lined up, etc.)
Most recent example I can think of is a kid sentenced on a burglary in New York who moved to Florida with the permission of the court and probation. He lived in Florida for several months, reporting to Florida probation officials while the processing of the transfer took place (it takes a long time). [Regrettably, he then violated his probation by engaging in new crimes (very sad and mixed up kid). A Violation of Probation was filed in New York, and he had to come back and report to the judge who sentenced him. I've kept him out of jail, mostly by luck perhaps, but it was a close one!]