A recent report in the LA Weekly suggests that Millennials are leaving LA. Possibly contradicting that data, the following map shows where young people are moving to and moving from. The bluer states have the highest increase in young adults, the tan/brown colors have the highest migration out of those states. This map is on a state-by-state basis and the LA Weekly story is referencing the city of Los Angeles.
American cities in “the interior” of the nation saw the highest millennial growth rates, the analysis found. Charlotte, North Carolina (which saw its millennial population grow 30.7 percent), Houston (17.4 percent) and Austin, Texas (16.4), were the big winners.
source: NY Times/Upshot