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Small claims courts are local. This makes sense, because the dollar amounts involved aren't large enough to justify people traveling great distances to go to court. A small claims court judicial district is the same as a county. The next county will have its own similar, but separate, small claims court. Normally, your dispute will be with a person or business located nearby. If so, all you really need to know is that you can sue in the county in which the defendant lives or, if a business is involved, where its main place of business is located.
Occasionally, however, the person or business you want to sue resides at a considerable distance from where you live. How you should proceed in this situation depends primarily on whether the defendant is located in your state or a different state.