Suppose you have two entangled particles. Particle A, and Particle B. If the spin of particle A is up, then the spin of particle B must be down and vice versa.
Now suppose you measure the spin of A at $(xA, tA)$, and measure the spin of B at $(xB, tB)$.
We usually say that the wave function collapsed at $t=tA$, if $tA<tB$ and at $t=tB$, if $tB<tA$.
However, in a different reference frame, if the separation between $(xA, tA)$ and $(xB, tB)$ is spacelike, $tA<tB$ or $tA>tB$ is not uniquely determined.
So, when exactly a wave function collapsed is not clear.