There's no simple way to, say, have the Boston SEPM manage clients who are getting policies from somewhere else.
Policies will come from, and logs will be sent up to the SEPM the client reports to. There's no way...at least currently...to provide some sort of "proxy" for them to be downloaded, like we do with definitions and GUPs.
You COULD set up SEPMs in Texas and Arizona, have the clients in those states report to the appropriate SEPM, then have replication enabled so that the data from the Texas and Arizona SEPMs gets sent up to the SEPM in Boston.
A better question, I think, would be "why do you want to do this?" Typically, when things like this are asked, I've found that it's due to limitations that are trying to be worked around which, if known up front, would help us better to offer suggestions. If, for example, the underlying issue is that there are very small WAN links between the remote sites and Boston, having SEPMs at those remote sites trying to replicate up would be, at best, painful.
Can you offer further clarification? Is there some issue in your environment, or is this a "hey, I wonder if I can do this..." sort of question?