DIRECTV's own customer agreement is very vague
when it comes to the question of moving your receiver from one place to another. It's always been a little confusing. They do definitely say that you can put a satellite receiver in your RV, and it's also very clear that you can't operate the equipment from two different places at the same time. They tell you that you have to inform them of changes to your service address, and that's probably the most telling indication that they really don't want you moving the receiver from place to place.
But let's leave all that contract stuff behind for a moment and talk about the technical side of the equation. The most obvious problem when you take your receiver far outside your local area is that you'll lose your local channels. DIRECTV puts local channels on what are called "spot beams." That means the satellite signal only reaches a small area. If you leave that area, you will lose reception and you won't have local channels. Unless you tell DIRECTV that your receiver has moved, you won't get local channels where you are; you'll just get that "771-Searching for signal" message.
One way to deal with this is to bring an antenna with you when you travel, and another way is to let DIRECTV know where you are at any given moment. Personally I prefer the antenna route, but it's up to you.