Contact your PO and they will arrange the paperwork for your probation to be transferred to another state. This will take a few months as it has to go through an agency called Interstate, then the new state needs to accept you. It's called a Courtesy Probation.
DO NOT VIOLATE WHILE ON COURTESY PROBATION! You will be held in jail on a detainer with no bond hearing until the original state picks you up months later! (currently in this situation).

