What are the rules in North Carolina with divorce and taking a child out of state?

If there is no court order in effect, than your daughter-in-law was within her legal rights to take your grandchild out-of-state.  However, your son can go to court in NC and obtain an order which will require her to return to the state.  If at that point she doesn't so return or returns but again leaves with the child, she can be charged with parental kidnapping.

The best way to obtain legal custody of the children is for him to go to court first.  Taking a child from their home and where they were born to take them to live in another state is not a good idea for his wife either now or in the long run, insofar as a custody battle is concerned.  What he wants to do is get a temporary order from the court on custody and visitation.  It will be temporary because a final decree will be issued upon divorce.  The court will consider the bests interests of the children in making its determination. The court will look at the age of your grandchild, the relationship of the parents and the child, the present living situation of the child, etc. 

Note:  She could file for custody once she establishes residency in VA (but that will take time).  In the meantime, as previously states, your son should file in NC.  His wife will then be required at that point to return to NC.

Right now, you need to consult with an attorney in NJ (even if you later decide to file in CA).  See what they advise as to how best to pursue all of this.