Ferrets have been banned in New York City since 1999, when the city passed a law stating that no ferrets were allowed in the five boroughs (including Staten Island, but not including Long Island) of the Big Apple. That means that not only can your ferret not enter NYC, but if you are currently living in the city, your ferret is at risk of being confiscated.
According to NYCFerrets.com, a group that is fighting to legalize ferrets in NYC, the animal control officials will not come out looking for your ferret and confiscate it. However, be sure to pay your rent on time! A complaint from a landlord, neighbor or even an angry friend or "ex" could cause the animal control to arrive at your door, demanding you give up your ferret to them. From there, they have every right to place your ferret in a foster home outside the city or even euthanize him or her. While it is a horrific thought, it is a good idea to utilize NYCFerrets.com when possible for more answers, as they have an extensive website dedicated to clarifying the law, and what you can do to help get it changed.
If you are moving somewhere other than New York City, it's a good idea to go here. They have a table with an thorough listing of the various places in the US where ferrets are illegal or restricted.
Making sure your new city and state is "ferret friendly" is a good way to ensure that your move will go smoothly.