My ex husband now lives in pa. My children and I live in Az. Do I have to let my kids fly to pa for grandparents rights?

Only if a court has ordered it. Jurisdiction for any child custody or visitation orders lies either where the original order was issued if one of the parties continues to reside there or where the children have established residence if both have moved away.

You will have to do what ever the court order says. You may have to let them fly for them to see their father but that and who pays for it, will be decided by court.