Detect Change of Login location (IP Address)

Detect Change of Login location (IP Address)

Is there a way to identify that a user has logged into domain (via app login or via vpn) from a new location than previously? For instance, a user logs into an app from work computer; then he/she uses home computer. Is there any way to capture such change of location and which product would be suitable?
Thanks in advance for any tips.
-Anna