Relocation & Work?

This may be a rather daft question, but how often does relocation for a job actually occur when you're applying for a position out of your current state?

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I'm currently living in Nashville, but I got a callback interview for a job in Pittsburgh, PA even though my resumè says clearly I live in Nashville, TN.

Is this common in hiring practices? Currently, 20 and this might be my first major full-time career, just wondering if my chances are hurt by not living in Pittsburgh or PA?

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