Just came across this neat feature in KDE4.3
You will need to have more than 1 desktop (I have 4), desktop effects enabled and desktop grid enabled. This effect allows you to see your desktops in a grid, by pressing ctrl+F8, and then navigating to anyone by clicking on it.
Now try this;
On desktop 1 open a program, for example synaptic.
Now press ctrl+f8 to bring up the grid - you will see the app open on desktop1 and also the other desktops will be shown. As you move the mouse pointer around the desktop under it will show up and the others will dim.
Move your mouse pointer over the open app window on desktop1 and right click.
Now the app will appear on all desktops.
Now move your mouse pointer to another desktop, in my example desktop4, and right click again on the open app window.
The app should now disappear from the other desktops and will only be on the new one.
Left click, or ctrl+F8 to go back to a single desktop