Dawn's dad and stepmother Carol still live Palo City and her brother Jeff moved back to California in book 15. Dawn moved back there eventually as well. Their address is often given as 22 Buena Vista, Palo City, CA 92800.
The Baby Sitters Club members at the time (Kristy Thomas, Claudia Kishi, Dawn Schafer, Stacey McGill, Jessi Ramsey, and Mallory Pike) went to California after winning the lottery in Super Special #5 California Girls!.
Kristy's dad is said to live in California in the first book.