Can a nationally certified massage therapist practice anywhere in the country?

No--NCBTMB certification isn't related to regulation. Many states use the NCB's exam as part of their licensing requirement, but the certification alone doesn't allow you to legally practice anywhere. In states without regulation you can obviously practice either way, and in that case national certification can serve as an indication of your training. In regulated states, you do need to get a state license (or in Colorado, "registration") to legally practice--the NCB certification itself doesn't allow you to practice in that case.