The rental company has no idea where you are driving it to they don't ask.
On the contrary, they know exactly where you are driving it. These days, almost all rental cars are equipped with passive GPS beacons in case of theft.
Out of State rentals are allowed to the following states with a mileage cap of 1,500 miles for Compact thru Minivan categories. Each excess mile beyond 1,500 is charged at $.35 each: Georgia, South Carolina, North Carolina, Mississippi, Alabama, and Tennessee. Travel outside these states is not permitted. Severe penalties will apply.
Q. Can I drive the car outside the state?
A. For driving out of state you must inform the location you are renting from.
GEOGRAPHIC
UNLIMITED MILEAGE INCLUDES DRIVING WITHIN VT. IF DRIVING OUT OF VT, ADD $5/DAY. MUST STAY WITHIN NEW ENGLAND AND NEW YORK
If you are picking up and dropping off at the same airport, all major car rental companies have unlimited mileage within the 48 states. Smaller local agencies sometimes have restrictions. We always rent a car for long distance vacations at EWR (Newark airport, NJ) and get the best prices w/Dollar or National - sometimes Alamo.