As Andre mentioned:
Your source or destination host needs to have access to both the source and destination data store. Both the hosts also need to be managed by the same vCenter server.
If you have that, you can then do a Storage vMotion between two data stores across different sites, followed by vMotion to move your workload to a different site.
However, if the distance between sites is too long or if the destination data store is on a very slow storage, then some workloads may not be successfully migrated.