Here’s some code on how to upload a document into Sharepoint 2010. This works accross domains:

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WebClient wc = new WebClient();
wc.Credentials = loginCredentials;
wc.UploadData(destinationUrl, "PUT", fileData);

A big FYI. The Copy.asmx web service will NOT work across domains. Using the above method will work for all occasions (of course the only issue is that you need to update the columns in a separate call.