You should be able to keep the plan you currently have, through COBRA. It's usually pricey, (since your employer will no longer pay anything towards it), but good for a temporary option. Of course, that would only be worthwhile if your current plan will be beneficial in your new location.
Something else to consider when deciding if COBRA is the right option for you, is if you have already invested towards any deductables. If you begin with a new plan, you would have to meet all new deductables first.