Generally (although not always), reciprocity tends to be between states that are next to or near each other, like NY and NJ or VT and NH. If you forsee that you are going to be moving across country, like from NY to AZ, it is likely that you'll have to take the bar again in your new state. Unlike other professional licences, bar admission is not freely transferable from state to state.
It can be a real bummer if you expect that you'll be moving around a lot.