Relocating

How do you relocate when moving from one company to another. I’m currently looking for another job but the job market in St. Louis is not worth a hoot. So I would be willing to relocate. I’ve never done this befor and was wondering what it takes to do this. If I find a company in a diffent place should I ask for there help? If so how much? How do you get a company to reconize you when your not in their area? Any information would be great.