First, understand that some markets care more about your ties than others. Chicago, for example, is a huge magnet for the smaller cities in the Midwest, and ties are not necessarily expected or required. Many other large cities are similar magnets, and take for granted that everyone wants to live there.
Smaller cities, however, often do ask for ties. Each city has its own character, and is a unique place to live with a unique culture. As a candidate seeking a job, it is easy to overlook this. Remember that firms see you as an investment. They think long-term, and they want to know that you are also thinking long-term if they are going to invest in you. They have their antennae up for candidates who are thinking short-term. What a firm does not want is to be your stop-gap job in a down market; a job where you will go and spin your wheels for a couple of years in a town you don’t like until something better comes along.
I recently worked with an attorney who had moved to a sunny, southwestern state where he had never been for a great-sounding job, thinking, “The weather is good, how bad can it be there?” Well, he hated it, and within a year was looking to make a move. The firm was aware that he hated living there, and resented that he had not better understood what he was getting into. He took the job because he was unemployed and desperate, and as a result, he did his career far more harm than good; his resume made clear that he had put no thought into the move, and made him look flighty and indecisive. I was unable to work with him.
Certain highly desirable markets, like Denver, for example, are flooded with applicants who have no ties to the market, but are convinced they want to live there because they vacationed there and had a great time. Denver, however, is far more than beautiful skiing and great hiking. It has a unique frontier culture that a tourist may not understand on first pass. In seeing such an applicant, a firm may be concerned that the applicant does not truly understand what it is like to live in that area, will end up hating it, and leave the city after a few years. They will press you on ties because they want to know that you fully understand their culture.
Similarly, many of the smaller markets in the Midwest, where I place candidates, place a huge premium on ties to their markets because they understand that many people may find living there too slow-paced or insular. Each small city is unique, and each fully recognizes that not everyone will be happy in their particular setting. For this reason, they especially like candidates who moved away to a larger city, and are now looking to move back home to settle down, because they truly miss that city and its culture. Again, the bottom line is that they want you to be happy there, and stay for the long haul. They want to know that you understand their unique character, want to make your life there, and for this reason they will almost never consider candidates with no ties at all.
In sum, any ties that you have to particular market can help you establish that you understand what it might be like to live there. This includes, friends, visits, distant family, even time spent in nearby cities. Do your homework, though; because if you do get the job, you can do serious damage to your career by discovering that you made a mistake.