They will never leave the state of Georgia.
I am at only Season 3 beginning with the prison and the Governor (just found Merle!), And I can see it: They will never leave Georgia.
Why?
Because they are getting tax credits to film there.
PS: More spoilers welcomed. Nothing can stop me
You might be right about them continuing to film in Georgia for the tax credits. In the comics, however, the group does move north.