State to State parolee transfers are very difficult to accomplish. When someone is released on parole, the State of California will release your brother with the promise to supervise him. They will be reluctant to pass that burden off, and another State will be hesitant to accept that costly burden. Call the parole office and see if your brother will be released on revokable or non-revokable parole. He may be able to get special permission to live in another state depending on current charges and other factors.