It would depend upon where she decided to live. Obviously, if she moved to one of the New England Ski areas, she would earn a good deal less than she did in NYC, but her cost of living would be considerably lower. The plus side, would be the fact that unlike NYC, the New England ski area are not saturated with Pilates teachers, so she could develop a following of locals.
Another issue, is one of the "even the best laid plans" philosophy. Often, people intend to continue their workouts while on a ski vacation, but are too beat after skiing to do anything else.
I would choose an area where many of the locals would be interested in year round training. Perhaps something like Colorado or Utah. Offer ski specific Pilates workshops in the fall, when people come to the mountains for hiking.
At Whistler, many of the instructors are taking Pilates. Try to have her hook up with a ski school and do instructor training programs. If she is qualified, she can even run Pilates certification programs, which would be a great off season job for ski instructors.