I moved from Indiana to the San Francisco area with only one thing - an internship.
I did make a point to fly to SF to see a show at the theater I was applying at and scheduled a meeting with that show's PSM (even though an in-person interview wasn't required). I met with the PSM the day after the performance I saw (so we had something to talk about besides me), then walked around the foreign city dropping my resumes off at surrounding theaters, during the rest of my stay.
I was notified that I got the internship 2 months later, and I rushed to put together a wedding and plan my new husband's and my move to SF. From that internship I landed 2 jobs, and from there I have been gainfully employed in an area where I had zero connections for the past 9 (will be 10 in August) years.
It can't hurt to find some places you want to work, pay the money and fly out there, see their shows and schedule meetings/interviews within the same time frame. And, if they know you made the effort to do all that, then they know you're really serious. My internship wasn't scheduled to start until October, and even though the PSM had met me only once, she knew I was moving to SF by August 1 - and she recommended me to Baz Luhrmann's La Boheme pre-broadway run in SF. THAT was actually my first job in SF, which had to end due to the internship I had moved out there for. I could've gone with the show to Broadway, but I stayed with my internship and made further connections that got me where I am today - in the middle of my 4th season as a resident PSM with a ballet company.
I came here with absolutely nothing - anything is possible.