I've also been dreaming of this and finally have decided that the solution will happen at the server. Over the years there have been a number of IMAP service providers who've tried to provide this service (single message appears in multiple IMAP mailboxes), but most of the implementations have sucked. Currently there is only one IMAP service provider that does this reasonably well: Gmail. Unfortunately they don't offer backups *& restores* and other services that are essential to me in an IMAP service provider. My suggestion is to lobby IMAP server developers to provide this functionality. I think this is being considered for Dovecot IMAP. Lots of discussion about IMAP server development takes place in gmane.mail.imap.*