This feature is similar to the one in the Eclipse IDE, and would love to have it NetBeans.

How it works:

 - We select a file (In "projects" or in "files") and initiate the "Copy to" action. (Whether it's a shortcut or a context menu item)
 - A small dialog with two text boxes and a submit button would appear.
 - The first *read only* text box would show the current path.
 - The second text box would require the user input which would be the new path.
 - Once the user inputs the new path and submits, the directory structure that was inputed would be created recursively if it doesn't already exists.
 - The file gets copied to the new path.

This is most useful for design patterns like magento's. Where they use fallback hierarchy (specially for theming).

So if a template file exists in {ProjectPath}/app/design/frontend/base/default/template/catalog/product/view.phtml and we wanted to add that to our theme at {ProjectPath}/app/design/frontend/some_theme/default/template/catalog/product/view.phtml
(notice all that changed was the "base" dir)
This feature can be quite helpful instead of having to create the folders one by one.