You absolutely MUST file a motion to modify custody right away, and should have done that the first time he was locked up. You can include in that motion a request to relocate, or file that as a separate motion, but custody is more important. As it stands right now, he can get out and immediately return to whatever custody arrangement is in the court orders. If you move without his written permission or a court order, he can bring an emergency motion to have your existing orders enforced, have you charged with criminal custodial interference (a Category D felony) and have the court order that he have custody of the children in Nevada. You will not get an emergency order to relocate the children. You may be able to get an emergency order to change custody, but even that is not likely since you didn't act when the first went to jail after your custody orders were entered. You really, really need to go see an attorney in your area, as there are many more legal issues and implications here. For example, if you move you still need to allow visitation, which means sending your children to Nevada for extended periods of time, and paying those travel expenses. If you have really good evidence against him, you may be able to fight your way through this, but until you sit down with an attorney and have everything reviewed, there is no way to tell.
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Ms. Whitbeck is absolutely right. You will need to file a motion to relocate, and these sorts of actions are taking as long as nine months to resolve if it goes to trial. This may seem foolish, given the facts you've recited, but you might try to get his consent. You can move tomorrow if he consents to it in writing.
As the answers above indicate, you must file a motion to modify custody immediately. Ample documentary evidence substantiating why the current custody order must be changed and asserting your motives for relocation with your children must be presented to the court. You must seek experienced legal counsel for your case so that it may be handled in an expeditious manner.
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You should file the motion to relocate as soon as possible and assuming well documented facts support the request, it is possible that the Judge could grant temporary relief pending a full evidenciary hearing. A full evidenciary hearing could take many months to prepare for and complete.