They also went to Mexico. They were able to stay there until they ran out of money, but then they returned to Kansas because they were hoping to use counterfeit money to finance a trip to Florida. When they returned from Mexico, Agent Nye was tipped off that they were in Kansas. They were finally arrested in Las Vegas, Nevada.
Outside of Kansas, they managed to get all the way to Florida while they are on the run, which is far from the scene of the crime. Every time they cross state lines they take a risk, as felons on parole (they are not allowed to leave Kansas).
They also go to Nevada.