Hi, Anna. (Have we met via e-mail?)
I think you have to be honest and say that basically your general aim is to move to the US, and that yes, you have also applied in other parts of the country.
However, you also need to demonstrate to them that you really want that job, not just any job. A sentence conveying the general idea '... but this is the job I'm particularly interested in, because ...' should be in there somewhere. Even if that's not strictly the whole truth and nothing but the truth, it's an expected part of the hiring process. (RES-can's sample sentence with the phrase 'most interested' is useful, because that can mean either 'very interested' or 'the most interested,' i.e., more than in anything else.) Your job as an applicant is to think from the company's perspective. Why would you be of more benefit to their organization than any other applicant for the same position? In this context, 'Because I like that part of the US and want to move somewhere in the US' is only a minor consideration, if at all.
So if possible, you should think of some objective and/or subjective reasons that you would be happy in that region, fit into it well, represent the organization well there, and want to stay there (so they know they can depend on you).
For example, if you know something about the region's culture, history, lifestyle, or political orientation that could help you sell the company's product to people in that area, you could say so. ('Having followed the surfing culture avidly as a teenager, and with my recent interest in motorcycling, I am confident that I can relate well to Californians.' (-; )
It also wouldn't hurt to show you're familiar with how the company is regarded in the region. Whether it's a small new outsider company trying to gain market share or a large older company trying to stem the loss of market share, show that you have some idea of what approach it will need to take to win new customers and raise its visibility, and how you can do that successfully. For example, if it's a high-tech area and you're good at online networking, or if it's a depressed manufacturing area and you're good at retraining older workers, or an area full of immigrants and you can read Spanish, or if it's a suburban strip-mall area and you can think like a bored middle-class teenager -- whatever.
Even if you can't do much in those directions, you could admit that you would be willing to move to any region, but try to be a step ahead of them with the answers to the question of why you want to work for their company, not just any company, and why you would be a particularly good fit for the position you're applying for. It's okay to say in effect 'I would be really interested in this job no matter where it was located,' as long as that's more or less true and you can support that claim with examples of how your skills match their needs.
In any case, just remember that the more specific reasons you can give them to choose you over someone else, the better chance you'll have.
Good luck. (-: