I live and work in Philadelphia but I am hoping to move to New York City sometime in the near future. I've been applying to jobs in NYC and I've gotten a few interviews. Since NYC is a couple of hours away, I have to take the entire day off of my current job in order to travel to the interview. I've got a lot of vacation days to use but I work at a small non-profit and I have to get approval from our Executive Director every time I need time off. She's really nosy and it has been awkward asking for time off, especially when it is just one random day in the middle of the week on relatively short notice. How can I handle this without seeming suspicious? I'd prefer to keep my current job until I line up something new in NYC.
When I first thought about answering your question, I was going to respond with my standard spiel about not outright lying to your boss, but just doing a bit of truth-concealing. Like taking a last-minute "personal day," for example. Or saying you have an "appointment." Or — last resort! — a "family obligation." (This could technically be true, in a long-term sort of way, I guess!) I would also try to arrange at least two interviews on the same day, if at all possible, so that you can at least attempt to double up and not waste too much time. The problem here, as you are already discovering, is that your boss is really nosy and it does start to be slightly obvious when someone who generally shows up for work starts taking lots of random days off.
Which leads me to the part of my advice that you might not love. It's just harder to apply for jobs in another city because you want to move to that city, as opposed to applying to a specific job in another city because it's the perfect job that just happens to be in another city. When the goal is to move, then that actually should be the goal. In an ideal world, you would have a job before moving. But in reality... gulp... you might not have a job when you move. In fact, unless you have gotten a job between the time you wrote this question and my answering it, I am going to advise you to move to New York before you actually try to get a job here. It is just easier to get a job in the city you live in than the city you're trying to move to. That is a true, incontrovertible, sucky fact of life and jobs.
I lived in Philly for a couple years before moving to New York, and when I decided I wanted to move to New York I found it was almost impossible to get interviews because I didn't live in New York. (I ended up going to grad school in New York instead, and THEN getting a job.) And now that I'm hiring people, I will say that all things being equal, someone who lives in New York is going to get preference over someone who doesn't. Why would I want to go through the trouble of hiring someone who probably wouldn't be able to start right away, because they have to deal with moving cities?
I know the idea of moving here without a job is a spicy financial meatball to swallow. So if you're not quite ready to, uh, digest it (or — if we're going to continue using this metaphor, which is growing more hackneyed by the second — if you don't have a bottle of Tums handy), then give yourself a time frame — say, six months — and start saving up money for your move. You can, of course, continue to apply for jobs during that time. Who knows, something will work out, and then all of this advice will be totally, happily moot.