Frequent tipster Leonid Nemirovsky gives us an easy way to transfer or copy xrefed files from one drawing to another.
"If there are one or more xref drawings attached in a file (even with the same insertion point), you can select them, then press Ctrl + C (or Copy, from the Edit pull-down menu) to copy them to the clipboard. Then you can just paste them into another drawing using the pull-down menu: Edit > Paste with the Same Origin. The xrefs will be attached in proper position and scale. Just be sure the user coordinate system in both drawings is set to world."
Notes from Cadalyst Tip Patrol: It really is that easy. If you have one file with an xref and you need that same file xrefed into a different file, you can go through the reference editor and insert the drawing, going through all of those steps. Or just copy and paste it into the new file.
If you Ctrl + Shift + C then AutoCAD will ask you for an origin point, then pick that reference point. If you use the ribbon, then you can find the Copy and Paste options in the Clipboard Panel on the Home Tab.