Musicians will often travel great distances for their gigs, including wedding gigs. This is typically included in your price quote as a traveling fee. Personally, I aim for my gigs to be under a distance of 100 miles from my home base. This allows for a maximum drive of around two hours.
I have driven farther for weddings, and certainly as the client you should never hesitate to ask musicians the distance they are willing to travel. Some musicians will travel across the country. Of course, travel expenses would be reflected in the price quote you would receive.
Other types of travel fees may be included if the wedding or event is in two separate locations. For example, a small fee would be included if your ceremony and cocktail hour are at different venues and you've hired your wedding harpist for both events. The traveling fee may vary depending on how far apart the locations are. Most ceremonies and cocktail hours occur at the same venue, so this type of traveling fee doesn't happen often. Typically, this type of fee also won't affect the overall budget for the wedding couple, as by hiring one musician for both events (the ceremony and cocktail hour or reception etc...) the price is generally more competitive than by hiring separate musicians for each corresponding event.
Overall, never hesitate to ask your prospective musician if you're unsure if the venue is out of their range. The life of a freelance musician is one of travel, and musicians are very accustomed to driving everywhere and anywhere.