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In response to the recent Paris attacks, the governor of Alabama recently said this:

Alabama governor Robert Bentley is refusing to allow Syrian refugees to relocate to Alabama.

“After full consideration of this weekend’s attacks of terror on innocent citizens in Paris, I will oppose any attempt to relocate Syrian refugees to Alabama through the U.S. Refugee Admissions Program. As your Governor, I will not stand complicit to a policy that places the citizens of Alabama in harm’s way,” Governor Bentley says in a statement released by his office.

(Source.)

Does the governor of Alabama have the power to prevent the federal government from resettling immigrants in their state?

If they don't have the power to do this directly, could they accomplish the same thing in some indirect way, or with the help of the state legislature?

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    The reporter may be jumping to conclusions. "oppose any attempt" is not as strong as "refuse to allow" or "prevent". It may be enough for the governor to telegraph to those who run refugee placement that there will be an unhelpful bureaucracy at best behind his state's implementation of cash and benefits programs like TANF, Medicaid, public housing assistance, etc - which is within the policy powers of a state executive branch.
    – user662852
    Nov 17, 2015 at 16:32
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    @user662852 it also bears mention that the governor's opposition could be entirely ineffectual. State governors have in the past, for example, opposed attempts to integrate educational institutions in their states. As to the question, no. Once someone is in the US they can move anywhere they want.
    – phoog
    Nov 18, 2015 at 7:58

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tl;dr

No, entrance decisions are the purview of the federal government. Governors do have the ability to lobby the federal government.

Background

The courts have found that State attempts to restrict resident or non-resident aliens encroach upon the federal government's exclusive control over entrance of aliens. Graham v. Department of Pub. Welfare, 403 U.S. 365 (1971). It is important to note that State scrutiny levels dealing with undocumented immigrants may be context specific See, e.g. Plyler v. Doe, 457 U.S. 202 (1982) (children and education).

The federal government's authority over immigration is further solidified by the Supremacy Clause of the U.S. Const. Article VI. See Mathews v. Diaz, 426 U.S. 67 (1967).

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