Most firms won't pay to relocate an analyst/associate, so as long as you are willing to pay to relocate yourself, then the easiest thing to do is to apply and then mention it in the phone/HR informational interview.

It would also help if you can network a little into your target companies so they can reiterate the relocation message for you

 

I’ve done it twice now, and it’s totally doable as long as you have a good story. Leverage your network and recruiters as much as possible. Lastly, change your location to the desired city on your resume. Sometimes people will automatically toss out out-of-state resume if it comes with no context (ie through LinkedIn/Select Leaders)

 
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