No, certainly not with out of the box functionality, although I have heard of some 3rd party software being available for content migration of this type I am not familiar with any of it.

A quick simple work around is to go to your document library on the first site, use Actions->Open With Windows Explorer to open it in windows explorer, copy your folders  in from a different window. Then in your first window you should be able to navigate to your next site, paste in your folders, navigate to next site  etc.