The idea drew laughs in what was otherwise a somber speech at a $32,400-per-ticket fundraiser for the Democratic Senatorial Campaign Committee in the posh Upper East Side apartment of investment banker Blair Effron, co-founder of Centerview Partners.
In the second of two fundraisers on Wednesday, Obama bemoaned how Democrats face some "structural disadvantages" in elections - winning with large margins in places like Brooklyn but losing to Republicans in red states.
Obama described buying cheesecake at Junior's Restaurant in Brooklyn in October while campaigning with Bill de Blasio two days before the mayoral election.
"The streets were filled, everybody was waving," he recalled, describing being hugged by a woman whose sister got health insurance because of Obamacare.
"'We love you - what can we do to support you?'" he recounted the woman saying.
"I said, 'Move to North Dakota!"
"If I could just get about a million surplus votes in Brooklyn out to Nebraska, Wyoming," he said, drawing laughs from the crowd of about 50 people.
Obama has been busy on the fundraising trail ahead of November midterm elections, where Republicans are expected to retain control of the House of Representatives, and Democrats face a tough fight to retain control of the Senate.
Democrats traditionally have a difficult time getting supporters motivated to vote in midterm elections.
"We have to break that cycle," Obama said, explaining he needs a Democratic-controlled Senate to help him advance his agenda to fight climate change and reform immigration laws in his last two years in office, 2015 and 2016.
"I have to have partners in Congress," he said.
(Reporting by Roberta Rampton; Editing by Ken Wills)