Tell them about the new place. If it's in another state, you can research the place together. You could tell them things that would make them interested of your next home. Not only will you make them a bit excited about going there, you will also be able to explain to them what to expect.
You can also allow them to help depending on their age. You can pack their things in their favorite bags. If you have a budget, you can even get them each a cute suitcase. Don't forget to pack their favorite dishes in their essential box. Keep their favorite toy with you during the trip too. This will, in a way, help comfort whatever stress they are feeling during this time. Before you go, you can also allow them to spend some time with their friends so they can say their goodbyes to them.