you could audition for no/low budget, non-union projects that you may find listed on craigslist, in trade papers, etc....anywhere in the US, including L.A. but in markets that are saturated with wanna-be actors, like L.A. and NY, you will be standing in a very long line. these projects are good for experience and padding your resume', but do not pay enough to cover the cost of living in a place like L.A.
prior to moving to such a large film/tv market, you want a lot of training, a good resume', a reel, and a legit agent. otherwise, you'll end up working fast food to pay thousands of dollars a month, to live.
i work in the film industry & manage my son's acting career