In Spaces view mode (F8), you can move all windows of an application together (from one space) to another space by dragging them with Control key or Shift key held down. This is very useful if you are using a lot of windows in an application like in XCode, and want to change its space location. [robg adds: This only works for windows within one space; if your program has windows in multiple spaces, you'll have to consolidate them first.]

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