There are numerous ways that this could be implemented; utalising thread prefixes, tags or perhaps the move post functionality. If there was created a mod that allowed thread redirects to be posted directly into a forum that also updated their views and post counts etc and got bumped when there was a new post in the thread it was redirecting to; it would work out quite well.
Well then we shall have to do it, I don't have time now and I suspect Paul was being nice when posting but read his sig for more info eh? Long story short I know, you know but I do not need this on my forum and have 3 clients I'm working w/ now so to put them on hold just to tinker is a big no-no. Contact me via PM later... I will find that mod thread that let you post on one forum and it shows up on the next, perhaps it can serve a purpose if you plan on tinkering!