Starting an LLC - Can I operate in different states under one LLC

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Hi Bigger Pockets Fam! 

My goal is to create an LLC before I buy my first single family property. I'm more so interested in buying a property in the Philadelphia area, but I live in central New Jersey. Though I want to buy properties in Philly, I may also way to buy properties in New Jersey in the future. Should I create my LLC under Pennsylvania and work from both Pennsylvania and New Jersey. Does anyone have experience or knowledge with LLC's? What is my best option?