We don't know exactly what life outside of San Angeles is like, but we're lead to believe it's similar or close to the same as in San Angeles - given the major corporate mergers that have taken place and the fact that no other societal norms are even mentioned.
As for the second half of the question, moving to a new location is expensive.
For any type of long-distance travel, you need money. You need to buy a car or a bike at the very least, or be able to access a train going somewhere better than where you are. Boxcars have probably been phased out as being very 'unclean', so there aren't a lot of transportation options for the Scraps. And even if they have motorbikes, which Richard pointed out, they still need to provide for their food and shelter for each night of rest, and that's going to be hard to find with no money and being constantly on the move as a no-class citizen.
And once there, regardless of the state of that new place, there's no guarantee that they'll be in a better situation. If life outside San Angeles has the same regulations (which, if it does, then they're probably going to enstate it again once they replace Dr. Raymond Cocteau) then they're stuck in the same situation. If it's different, it could be worse - possibly even post-apocalyptic. But even if it were a better Utopia, they would still be newcomers and outcasts for being people from outside that society.
As far as I know, there are no world maps shown during Demolition Man, but if the 2010 earthquake was "the Big One", it may have broken California off from the mainland entirely, which could make it an entirely separate nationstate - further complicating any plans to leave, and meaning that they'd have to adjust to new societal standards all over again.
In short, there's no solid knowledge as to what's outside San Angeles, but everything we DO have points to it being no better, and even if it was, travel options are very limited for those in a resource-less class.