You cannot transfer butterflies or moths across state lines without permission.
http://www.aphis.usda.gov/plant_health/ ... oths.shtml
USDA/APHIS -- Permits
http://www.aphis.usda.gov/plant_health/ ... _chart.pdf
USDA-APHIS-PPQ Butterfly Environmental Release Decision Chart
List of states and what 9 approved butterflies can be sent and released in each state.