You will first need to notify Social Security, the administrative arm for Medicare, of your move. That will allow you a special election period to select an appropriate Medicare Advantage plan for you in the new state/region you have selected.
If you notify Social Security the month before your permanent move, your election period will end 2 months after your move.
If you notify Social Security after your permanent move, your election period begins the month you notify your current plan of the move or the month you were termed by the plan due to residing outside of the service area. The election period ends 2 months after you notified Social Security of your move or after you received notification from your previous plan of their termination of your coverage because you moved out of their service area.