Sahih Bukhari Volume 5, Book 59, Hadith Number 600.

Narrated By Mujahid : I said to Ibn ‘Umar, “I want to migrate to Sham.” He said, “There is no migration, but Jihad (for Allah’s Cause). Go and offer yourself for Jihad, and if you find an opportunity for Jihad (stay there) otherwise, come back.” (In another narration) Ibn ‘Umar said, “There is no migration today or after Allah’s Apostle.” (and completed his statement as above.)