How to copy layers and groups between open files in Photoshop?
Highlight ALL the layers you want to copy. In your Layers panel, right click the layer and choose "Duplicate Layer." There will be a dropdown to choose the destination file.
Simply select the layer in the source image, and drag it from the image viewport into the destination image viewport. If you are using CS5, you can drag to the destination images tab and hold for a moment to bring it to front (do not actually drop ON the tab), then drop the layer on the destination image. This will work with individual layers, layer selections, or groups.