I have my iTunes library set not to copy music into the iTunes Music Folder. Recently I imported some tracks from CD into my library. When I went to consolidate those tracks via the menu bar option, I discovered that iTunes 9 now consolidates all types of media files and not just the music as it once had done. I believe this is because of the new iTunes Media folder structure, to which I had already upgraded my library. I immediately stopped the consolidation/copying, as I didn't want it to consolidate video and other media, which live on an external drive, back to my laptop.

So, I went back and selected the new tracks directly in iTunes, Control-clicked on the selection, and saw that now you can consolidate selected items. This is great as it gives you much more control over exactly what goes into the iTunes Music (or iTunes Media) folders. Now it's not necessary to dig into the menus for the Consolidate Library option unless you need to do it wholesale.