Prenuptial Agreements??

My spouse's parents have a very large net worth, and they want my spouse to have me sign a pre-nup before we get married. This will help ease any future problems if something might happen to us. I have no problem with this at all.
My question is if we want to get married in another state other than PA;which is where they live, does the pre-nup have legal standing only in the state where you get married in? We would like to be married in Vegas, but i have been told that since the pre-nup is out of PA, it would not be valid. Is this true??

THANKS......

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