Moving Application Windows between Spaces on Leopard is EASY

Follow any of these steps to move application windows between spaces:

Method 1.

1. Hit F8 to show all of the spaces at once. F8 is the default key for bringing all spaces on top. If you have changed the default key, hit whatever key you've set for activating the spaces.
2. Hold down the Shift key, click and drag the window to another space. Once done, all of the other windows for the same application will end up in the same space.

Method 2.

1. Grab a windows title bar, use Command-Tab to switch to an application which resides in the target space.
2. Release Command-Tab. The windows is now placed to the target space. Once done, all of the other windows for the same application will end up in the same space.

Method 3.

1. Grab a windows title bar, use Command-Arrow Keys to switch between the spaces. 
2. Release Command-Arrow Keys once switched to target space. The window is now placed to the target space. Once done, all of the other windows should follow and will end up in the same space.

Hope this little trick will help you track your application windows between spaces.

Cheers!