I'm not entirely certain, but if you do a:

Stsadm.exe -o export -url http://<sharepoint site to export> -filename
<letter, path, filename.bak> -includeusersecurity -versions 4

That should export all of the information so that you can reimport it
using:

Stsadm.exe -o import http://<new location on other server> -filename
<location and name of backup> -includeusersecurity -updateversions 1

I got this out of the Microsoft SharePoint Admin Pocket Consultant that
Ben Curry wrote... It's highly useful and full of these sort of
examples.

I used it to move all of the upgraded sites under the Site Directory so
that they would inherit the look and feel of the Welcome page
(top-level-site).

I believe export/import is only working on site level, as far as I
know and tried. Let me try it again.

Just confirmed, can not export a document  library.

Any idea or tool  suggested?

You can save the list as a template. Then save to file system, and
upload it to another Site Collection for use.

this does not work with group of files or DL larger
than 10MB.

If you want to move one library  from an existing site to another
existing site, I'm guessing you'll either need to use a third-party
tool or lose the metadata.

Doing a site backup and restore in SP Designer or STSADM will keep
all of the metadata (like data/time stamps and creator info), but
you'd have to restore the whole site (not just a library). If you
save library as template and include content, you can recreate the
library by importing the template to another site collection, but
then you lose the original date/time stamps, etc. Also, as previously
mentioned, this method has a default limit of 10MB, so it doesn't
work for many libraries.

I think some third party back/up and restore tools may allow you to
do a library restore to a new location, but I'm not sure. I know
there are migration tools out there, but I haven't tried any of them.

I know I've moved files from one library to another by setting up
network places for the libraries, then using windows explorer to drag
and drop files. I think this either only worked w/in a single site or
site collection. I know it only made "copies" when I tried it across
site collections.

Confused? Me too. I am pulling this info from memory, which is
always dangerous. You could test it out in a dev environment and see
which option will work for you.

Good luck! This is something that's always been a big problem w/
SharePoint for file storage. We've struggled w/ it for awhile, and
it's frustrating when you have to keep buying 3rd party tools to do
what you'd assume to be basic functionality. :P Oh well- Microsoft
definitely keeps lots of other companies in business!

Step 1:

stsadm.exe -o setproperty -propertyname max-template-document-size
-propertyvalue 50000000

Step 2:

From the document  Library or List Settings, 'Save document library  as
template', and then browse to the list template gallery.

Step3:

Right click and 'save as' to the local hard drive (check 'include
content' checkbox

Step 4:

Upload this template to another site collection template gallery.

Ste 5:

Use it!

You can use STSADM to set the max-template-document-size property to greater
than 10 MB to get around that. You can also use SharePoint Designer to export a
Web Package that consists of document  libraries and other content.