Roaming beyond ones state doesn't change anything. So long as you are on your carriers network you are still fine. I moved from New Jersey to Arizona to Colorado and have had no extra fees.
However when I leave the country they want $10 per MB of data, and $1.29 per minute for calls, and $0.99 for text messages. (This is T-Mobile).
The data roaming on AT&T is actually relatively reasonable, as long as you sign up for their 'Smartphone International Data Package'. You can call to add it to the account before you leave the country, and remove it once you come back, they will even prorate it for partial month.
It's 20MB for $25/mo, 50MB for $60/mo, 100MB for $120, and 200MB for $200/mo.
I usually sign up for 200mb plan if I am going somewhere for a week, and don't worry too much about data usage (email, web, yelp app). Turn it few days after I am back, and all roaming charges had chance to post.
However when I leave the country they want $10 per MB of data, and $1.29 per minute for calls, and $0.99 for text messages. (This is T-Mobile).
I've heard that AT&T is even worse though :-/