The resource group location really only contains metadata so generally this is not a concern as you have no actual data stored there.
If you really want to then you would first need to create a new resource group in the correct location and then move the resources from the old resource group to the new one.
Note: Not all resources support a move. You can review this procedure here: https://learn.microsoft.com/en-us/azure/azure-resource-manager/management/move-resource-group-and-subscription