Using Entity Framework to copy entities between databases

For once the error message is helpful - entities can only belong to one context at a time. To do what you're wanting you'll need to Detatch each entity from the first context before adding it to the second.

Like you said, this will kill related entities. Unfortunately you'll have to deal with this (annoying) aspect of Detach.

For future reference, the following article helped me:

Cloning the Entity object and all related children using the Entity Framework