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If you avoid identical layer names, and if you have ticked Paste Remembers Layers in the Layers flyout of the target file, you should be able to Shift Select all the layers in the Layers palette in the source file, copy, and paste into the target file.
You have to have an object on the layer for it to transfer (at least in my experience). Open document 1. Make a new document and make sure Paste Remembers Layers is on. Select all in document 1, copy and paste in document 2. Then hit delete to clear the objects from document 1. The layer structure will be maintained with one exception. Don't have a layer named Layer 1 in the first document that is not the top or bottom layer.
Thanks a bunch guys! Your answers worked. It saved me a hour of manually transfering layer by layer. *saves useful post*
For my part you are welcome, user.