When you drive in other states within the US though you live and are issued your license from a different state you still are required to adhere to the laws of the state in which you are driving in.

So if you break the laws while out of your home state you are subject to the penalties that this other state places upon you. So if you broke a law in one state which according to their laws requires you now to maintain a SR-22 then even though you live or move out of state you need to comply with their law and carry this since when you operated your vehicle in their state you subjected yourself to their laws.

For example in Nebraska if you have been suspended/revoked as a result of a court conviction, accumulation of points or some other administrative action then by state law you are required to prove to the State of Nebraska that all vehicles (car, pickup, van, motorcycle, etc.) you own are insured. If you do not own any vehicles, you must purchase a non-owner or operator policy.

The proof of insurance form that the Department of Motor Vehicles requires is called an SR-22 filing. This is the only form of proof of insurance that will be accepted. NE specifically notes that if you do not live in Nebraska, the Nebraska Department of Motor Vehicles requires out-of-state SR filings be submitted directly from the home office of the insurance company.

Illinois is a bit different, this state does not necessarily require out of state drivers to carry the SR22 that an in state driver would be required to carry. Prior to January 1, 2006 out-of-state residents had to submit evidence of insurance coverage in lieu of an Illinois SR-22 certificate.

Since January 1, 2006 (IL under Public Act 94-0224) out-of-state residents may now request that their proof of financial responsibility for Illinois be waived. An affidavit must be completed to request the waiver. The affidavit will only waive the SR-22 Insurance requirement for Illinois but if the driver's home state requires this of them they will have to comply with their home state insurance or SR22 mandates.

So while some states may require you to obtain and file an SR-22 form even if you are an out of state driver, there are those that do not require this. However remember that as you drive throughout the United States you are subject to the laws and statutes of the various states which you drive through.