This probably isn't what you're looking for, but in Mail on my PowerBook (secondary machine), I have my accounts set to leave incoming mail on the server. That way, I can access mail from my laptop and still retrieve it later from my iMac (primary machine), so I can keep everything in one place.
But I suspect you're looking for something a little more clever, like transferring a copy of the underlying mail database between machines. I don't know about that.
"We're kind of on the level of crossword puzzle writers... And no one ever goes to them and gives them an award." ~Joe Strummer sscce.org