Following steps are applicable to RHEL/OL/CENTOS, widely other distros too have similar option.
# env TMP=<alternate-path> sosreport
--Change log--
2011-04-08 Bryn M. Reeves <bmr@redhat.com> - 1.7-9.52
- Add support for --tmp-dir command line option Resolves: bz562283
---
# sosreport --tmp-dir <alternate-path>
- Older release of sosreport i.e "sos-1.7-9.49.0.2.el5.src.rpm or earlier" doesn't have a inbuilt command line option to define a alternate location, so environmental variables were used.
# env TMP=<alternate-path> sosreport
- sos-1.7-9.54.0.1.el5.src.rpm or later versions has "--tmpdir" command line option to specify the alternate location.
--Change log--
2011-04-08 Bryn M. Reeves <bmr@redhat.com> - 1.7-9.52
- Add support for --tmp-dir command line option Resolves: bz562283
---
# sosreport --tmp-dir <alternate-path>