Marrying a Gay Immigrant

I am well aware that due to new DOMA changes if I marry a gay man from outside US nationality we can apply for him to receive his permanent residence in US. Now my question is;

If I marry in one of the states that legally allow gay marriage would I have to reside in the same sate of marriage until his residence is approved?

I have read information in regards to the matter but I havent found that piece of information which is to me really important since where I live gay marriage is not legal.