When you commit a crime in a state that makes the insanity defense illegal can you move to another state and have the trial held there?

A change of venue is granted when it is deemed that the defendant cannot receive a fair trial. That does not translate into the trial being moved to another state, it is moved to another jurisdiction,county, etc. The defendant must stand trial in the state in which the crime was committed. Even if the defendant is charged with a federal crime; the trial generally takes place in the federal court in the state where the crime was committed.