I grew up in Oregon, a state with no sports team at all. With regards to football, every Sunday we got Oakland as our AFC team and San Francisco as are NFC team. (Of course that was before the leagues joined. So I grew up mostly a Raider fan, and in those days, 60's and 70's, there were some great Raider teams.
I spent three years in LA area and those loyalties didn't change and six years in Sacramento, which once again was Raider and 49-er territory. My husband grew up in Philly and rooted for them while he was in law school in California. I became a fan of Philly sports teams when I moved here and 1983 and still am.
I think a lot depends on the basis of your loyalty, whether it be family roots, access to info, city identification.
If I moved to another state I'd probably be a fan of the local team where I lived. People like my husband are loyal fans for life. Seems like wherever one goes in this country, there are Philly sports fans. It's certainly easier these days, with Internet and sports channels to keep up with your team, so it's easier to stay loyal.