Often, if one is not able to make their own wishes known and there is a valid advance directive available previously made, its intent will be honored across state lines. But, one should not presume that this will be the case. Some states go to great pains to clarify that one should not assume that this will be the case.
The upshot of all this is that you should have an advance directive made for the state or jurisdiction in which you live.
As an additional piece of information, we have occasionally encountered people who thought they would try to make an advance directive in each hospital in which they had been admitted. The intent is praiseworthy. But, what they didn't realize was that each new advance directive at each new facility or hospital voided the previous one. OF course, that was in Texas. Other states laws may vary. Here, though, when you a create a new Advance Directive your previous one is voided (assuming its the same kind). It's better to make a bunch of copies of your advance directives and take them with you to the hospital any time you are admitted.
Always discuss any questions about advance directives or legal issues with an attorney who is familiar with the laws of your state or jurisdiction.