On the Contacts view, under the "Change Log" tab, you can see an audit trail of all changes made to a contact, when they were made, and by whom.
You can use this information in a custom lookup to find contacts that had a field change relating a state or country, for example.
To lookup all contacts that have moved to or from Canada, under the "Lookup" menu, click on "General" and then "Custom".
Enter this custom lookup:
ContactID IN (Select ContactID FROM ContactChangeLog
WHERE OldValue like '%Canada%')