I'm about to start remodeling my master bedroom, and would like to change the layout of it. I have baseboard heather in 2 walls, and the closet is in a third wall. The other wall have the door to the room and bathroom. I would like to move the closet to a wall that have the heather, but didn't wanna to have to move all the pipes from the heather. Is there any problems in having a baseboard heather inside a closet? I'm sure I will still have enough heather source in the bedroom.

thanks for the help!

Don't be so sure there will be enough heat in the bedroom. Someone presumably calculated the heat loss and sized the heaters accordingly. However, there is nothing wrong with having heat in a closet...it can help prevent mold and mildew. Again the question is "how MUCH heat?" since whatever heat accidentally lands in the closet will not have been calculated for it. Maybe (although you don't say exactly what TYPE of heat you have) you can put a smaller one in the closet using the same pipes, and then put a larger one in the bedroom, also using the same pipes.

Constructing a closet in an area in which a baseboard heater is located is ok. As far as a concern for the room getting colder as the heater is in the closet rather then the main living area, you may be ok or you may end up being a little cooler in the room.
But as Richard said, you can remove the elements and move them around so the larger heating element is located outside of the closet. You will find that the closet will begin to overheat however. But that can be solved by closing the covers off, or placing some insulation under the elements (assuming you have hot water baseboard heat)this will stop the air flow over the elements and lower the heat output of the heating element.