In my opinion, buying goats locally is the best way to go. You don't have to worry about them getting severely stressed from a long ride in a vehicle or a plane, you can check them, their surroundings and their herd mates out before buying them, and if, for some reason, they have to be returned you will have an easy time doing so.
However, sometimes you may need (or just really want) to buy a goat from out-of-state. Maybe finding a buck who is not related is impossible in your area, or you want to improve your herd with a special animal or two. Learning the requirements for importing into or exporting out of any state is only a click away with the USDA's Animal and Plant Health Inspection Service (APHIS) Import and Export web page.This helpful site has links to regulations in all states and Guam, as well as international requirements.