Heh, it's nothing so fancy. There are a bunch of different types of land rig: some small ones come apart and get stuffed in the back of vans/lorries, others sit on a trailer, and some are self-propelled[0] [1].
Of course, it's not just 1 piece of equipment that moves around it's people, tech etc - some land rigs are almost semi-nomadic, with the whole camp moving around.