Customs and immigration usually only have anything to do if the aircraft has crossed from one country's border to another or is suspected of carrying contraband. Otherwise if you can afford the gas you are free to travel anyplace withing you own country or a claimed territory.. Hopefully that kinda answered the question ? 
No different than driving your car from one place to another only much quicker in most cases.

No different than driving your car from one place to another only much quicker in most cases.