I noticed the other day that if you do a Spotlight search, then select an item by moving the up- or down-arrow keys, you can then copy that item and paste it into the Finder. This works not only for files and folders, but also for contacts (it pastes a vcard), e-mail messages (it pastes an .emlx file), though it doesn't work for web pages in your History or for chats. Since you can drag files from the Spotlight menu (see this Macworld article), it makes sense that you can also copy them.
I assume that this is 10.7 only, and have not tested on 10.6. Can anyone confirm?
Mac OS X Hints