I have filed and pursued many a small claim. In my state, the original small claims statute supposedly precluded changes of venue, but those of us who were involved in those cases quickly discovered that the magistrates and district court judges did whatever they pleased on the matter, and actions in small claims were often transferred to the venue (county, in my state) of the defendant, without so much as a justification given or a method of appeal allowed. Interstate small claims are (or were, during my experience) a very difficult matter, and I don't think most courts would tolerate a situation in which a defendant would have to bounce all over the country defending himself.
Consolidation is also allowed by most small claims statutes that I am aware of. When the consolidated amounts exceed the small claims level, the cases are transferred to (state) district court.
