(This assumes you are in the US)
You generally cannot relocate the children out of state without permission from either Dad or the courts.
Please tell us your state, and what your husband has done to make you so afraid.
Just to be clear, assuming that she has custodial rights, she CAN relocate out of state. However, her husband can go to court and get an order for them to be returned.
Her options are:
1. As someone suggested - domestic violence shelter.
2. If he has actually hit anyone, get a restraining order.
3. File for divorce and ask for custody of the kids and permission to leave the state.
4. Do nothing (not that I recommend it, but just to be thorough).
However, 'I am scared of my husband' is not grounds for a protection order or custody of the kids. She's going to have to be a LOT more specific - and have evidence to back it up.