It's possible to move worksheets to a new workbook using Tableau's inconspicuous Bookmark command (Window > Bookmark > Create Bookmark), see Using a Bookmark to Copy a Sheet to Another Workbook | Tableau Software.
It's not possible to move dashboards (see Re: Copy worksheet or dashboard to new or existing workbook).
Note when using the bookmark feature, you need to save the bookmark to your Tableau repository (~/My Documents/My Tableau Repository) for it to appear in the Bookmark menu of a new workbook.
Other options: If you're using Tableau server, you could embed each dashboard as a web page object in a new dashoard. Or you can muck around with the underlying Tableau xml, see Joshua Milligan's tip here: Re: Merge two dashboards.
I know this stream is old, but I found this useful... however I do not have the options listed (copy worksheet / export workbook) in the file menu... is that a version issue?
Tableau 8.1 allows you to copy and paste worksheets and dashboards between workbooks.