Funny, when I saw you put IMMIGRATING I was going to say there was no such word, but a search on the web has loads of references to it, like here:
http://www.shusterman.com
I would normally say, if you want to move to another country then you want to EMIGRATE (but what do I know).
It all depends where you currently live, what passport you currently hold, and where you want to go.
If you hold an English or other EU passport I think you can go anywhere in the EU without a problem.
Some countries, like the USA or Australia, are fairly strict who they let in (unlike we here in the UK) so you need to have some sort of skill before they will let you in.
If you can tell us where you live now, what country passport you have, and an idea of what you are looking for in a country, we may be able to help.