Copy and paste cells with comments

To preserve the comments, the copy and paste needs to occur within the same Excel instance.

If you launch a 2nd Excel application instead of opening the destination document from within the current instance, the paste will lose the comments. (And a lot of other things)

daffodil11 is correct. To copy as you want it has to be within the same instance of Excel. You must have changed your procedures without realizing it.

Oh you can totally stretch a single instance of Excel across both monitors and then open multiple files within that instance. I'm running on three, and when I'm building code I always try to keep it within the same instance just because the interactions are easier to write.

Instead of maximizing the window, simply draw one of the corners out across as many monitors as your have. Open both documents, and then go to View->Arrange All and select Tiled or Vertical to get one file on each monitor.