If your ancestors were movers who frequently owned property, make certain you have obtained copies of all their local land records. Deeds where they are grantors (sellers) may provide some details about where they moved.
Transactions on their property in the area they left from may not have been finalized until after their move. The deed of sale may indicate their new county or area of residence or acknowledgements of the deed in front of a local official may indicate where that official was permitted to act. Either way it could help you determine where they went.