It's not just gay marriage, though. Some states will allow you to get married at 16 or 17, others need you to be at least 18. What if a couple of 16-year-olds get married in one state and then move to another? Will their marriage be recognized?
But why stop there? What if polygamy gets legalized in one state and the polygamous married group moves to a state where polygamy is legal? What happens next?
Oops, sorry, where polygamy is not legal. And by another, I mean a state where the marriage age is higher. I wouldn't consider legalization of polygamy too unlikely, check this out: http://www.debate.org/opinions/should-polygamy-be-legalized-in-the-united-states. Unless the opinions on this website are waaaayyy different than mainstream America. I'm not saying I agree with all the positions that are "winning" on debate.org (or the pro-polygamy position for that matter), but 81% sounds like an overwhelming majority.
I didn't think of first cousin marriages when I first asked this question. According to Timothy there are states where first cousin marriages are illegal and some of them do not recognize first cousin marriage performed in other states.