It definitely isn't the first time, that's for sure. It's a shame I don't live on the coasts or I might go to one of these. Good luck with your setups!
On opposite coasts? I'd love to hear an example to prove me wrong, but I think no group in the US has attempted that sort of range. Now, in smaller countries where the two coasts aren't that far apart, it may have been done...
On second thought, re-reading that, I only said "clear across a country". That was dumb - there was one year GFLUG did a train show in Tampa, Florida the weekend before Brickworld Chicago. You'd think I'd remember that south-to-north stunt since I was there at both shows as a member of that LUG. Still, that's the short way across the US...the east coast and west coast are much farther apart.
We do (somewhat) take requests if you'd like to see us do a show somewhere else. We tend to repeat the same big conventions and events near the bulk of the group, but BioniLUG has done Brickworld Chicago, BrickUniverse Dallas, and BrickFete Toronto before too - we get invited to way more events than really make sense as a group, but we're more likely to consider a location if we know we have other BZPers or BioniLUG members interested in hanging out there.
I haven't heard of a cosplay theme for a LEGO Convention before. I'll have to keep that in mind if I go to Brickscascade.
It's new this year. I hope it goes well! It's a theme with some serious potential. When we do BrickFair New Jersey around Halloween, we also encourage people to dress up, with decent results.