Immigration in Islam.

Praise be to Allah, the Lord of the World; and may His blessings and peace be upon our Prophet Muhammad and upon all his Family and Companions.

Hijrah (immigration) is of two kinds:
1) Physical immigration consists of moving physically from the country of Kufr (disbelief) to the country of Islam. This type of immigration is mandatory on the Muslim who is able to do it if he cannot show his religious rites. Allah Says (interpretation of meaning): {"Those whose lives the angels take while they are doing wrong to themselves (by disbelief and by associating partners in worship with Allâh and by committing all kinds of crimes and evil deeds)". …} [16: 28].
The Prophet (Sallallahu Alaihi wa Sallam) said: "I am exempt from any Muslim who lives among polytheists" . This rule applies on both men and women even if the latter do not have Mahrams. The scholars excepted from this rule a Muslim whose residence among the polytheists profits the Muslim community. If he cannot migrate then he is excused until he becomes able to do so. If the Muslims occupy that land, then he is not compelled to emigrate any longer.
2) The immigration (moving from committing sins to performing good deeds from polytheism to Tawhid from bad innovation to Sunnah).
The Prophet (Sallallahu Alaihi wa Sallam) said: "The Muhajir (emigrant) is the one who leaves what is forbidden" . [ al-Bukhari ].
Allah knows best.