Applying to Jobs in a Different State (Relocating)

So I’m actively looking for a new job and have agreed with my family to look in a different state. This would mean relocating. Ideally, I would have a new job lined up before moving, so how do I communicate that to potential employers? Is it acceptable to mention it in my cover letter or should I wait until an interview? I want to be up front with them but I’m not sure where it’s appropriate to bring it up.

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