1) You can't copy list  items from a list in one site to another
site using the SPD workflow  as designed. You would need to create  a
custom action in Visual Studio to do it.

2) The way most people do this is by purchasing or creating a
custom calendar web  part. For example, the calendar  web part  from
Bamboo solutions has the ability to pull event lists from other other
sites and display them as an aggregated view.

What about the reverse..can the Bamboo solutions web  part take events  from a
master calendar  list and display only certain items in each web part? For
example; an HR department has a calendar web par that only shows HR events from
the master  list.

I haven't played around with it in a long time, but yes, if there is a
piece of metadata that could be used to do the filtering than this is
possible.

I don't know if it would work for the Calendar style lists, but there is a cross
site functionality for lists on codeplex.

http://www.codeplex.com/SPDActivities

1) In sharepoint  portal, navigate to your events  list. Select the view  drop down
and then create  View.
2) Choose the calendar  view format, give it a name and configure the settings
ie. monthly, which fields to show etc.
3) This will create a .aspx page that you can link to on any portal  page. The
data is displayed with a listview web  part instead of the dataview  web part.
4) If you need to f urther modify this page, you can open it in the SharePoint
designer and modify it.