what are the ways to migrate to local VM to the SAN.
If you have vCenter see Troy answer.
If you do not have vCenter Server, you can copy the VM folder (with VM powered off) using cp commnad from ESX CLI.
Note that your datastore are under /vmfs/volumes.
After the copy you add add the "new" VM to the inventory, test it, and if all works delete the old one.
Andre