Huh! Do I understand this correctly. The two of you still live together but he threatens to take your baby and move out of state. Why are you still living with him? I urge you to take your baby and stay with a friend or relatives and immediately talk with an attorney. Do not tell your boyfriend where you and the baby are until after you've talked with an attorney and have been able to ensure that he will not take him out of state.
Agree to talk with him in your attorney's office. Do not take the baby. Or meet him in a restaurant without the baby to let him know what you are doing and why.
I was concerned in a similar way when my daughter and the father of her first child were having difficulties getting along. I talked with an attorney who told me that possession is 9/10ths of the law even in this situation. At the time I was taking care of my granddaughter but her father, my daughter's boy friend, was also living in my house. The attorney said to come back, if I still had concerns, when my granddaughter was living with my daughter. Fortunately he moved back with his parents out of state without the baby.
I suspect, based on my experience with my daughter as well as some experiences as a police officer, that you can't do anything to ensure that he can't take the baby out of state while you're still living with him and his names on the birth certificate. I remember one case in which the parents had a fight and the father took off with the baby without the car seat. The police went looking for him because it was an issue of safety. Otherwise they wouldn't have looked. Both parents have equal rights to the baby.
Legally, he may not be able to do this (I don't know) but in reality he can do it. He can get up in the middle of the night and drive away. Or while you're somewhere else, put the baby in the car and drive away. You need to protect your baby by being sure that he stays in the state.
If you think he's making a threat that he won't follow up on, it may work best for you to consult an attorney first before moving out. But I'd keep a close eye on your baby and your husband's actions. I'd not let him be alone with the baby. I'd be aware of your boyfriend taking any action that might indicate that he's getting ready to leave and be ready to take action yourself.