I've tried to move hens, it doesn't usually work (unless its my silkie).
However, I can try to give some tips I've heard and some things I've done myself while moving a broody hen:
Move them at night: the pro is that if they settle down then they have time to get use to it. The con is that if they don't settle down they tend to run around in their new cage, rubbing their comb raw and trampling their eggs, leaving them to go cold. This can break them up as well as panic or injure them.
Place them in a crate and let them see a pile of eggs: a good broody will go to any pile of eggs she finds. It may take some a while to settle down, but my silkie goes right to them, in about 10 seconds, and sits and stays. The problem with this is they sometimes return to their old nest if let out to run around, stretch, drink, use the bathroom, and eat.
Put a crate or wire around the nest: This isn't really moving them but it secures them. If they become afraid it may break them up so make sure the crate, pen, tractor, ect has enough room for a hungry hen that is pacing to avoid her trampling her own eggs.
Move her when the eggs begin to pip and she will listen to their calls and likely stay on the nest: make sure not to move them when they have a chick hatched because the act of moving may (not always, but sometimes) lead to the hen thinking she has left her nest and no longer needs to sit on eggs. She will take her one chick and move to her own spot in the new crate, leaving the other eggs to go cold.
I hope this helps some. Best of luck!
Edited by GitaBooks - 2/23/16 at 2:32pm