If you're talking about moving a Sim or a family into a sub-hood or a different sub-hood of the same neighborhood, no problem at all.
If you're talking about moving a Sim or a family to a different neighborhood altogether, there is only one right way to attempt it:
http://www.sims2wiki.info/wiki.php?title=Game_Help:Moving_SimsIt should be noted that, even following the instructions at the link, moving Sims from one neighborhood to another can cause problems or the incremental build-up of problems that can potentially break the neighborhhood and possibly the entire game beyond repair.