Sandeep,
Like Alex, not sure what you mean exactly, but if it's migrating an Ondemand library server, we have recently done this using the xml interface (combination of xml export and xml add).
To migrate the actual documents (there were 4 million of them), we copied the contents of the data table segments of the migrated application groups to their corresponding tables in the destination Library server. During the copy, we had to change a field in each segment (PRI_NID) so that it pointed to the existing storage node. In this way, the documents in TSM could be accessed from a different OnDemand instance without having to physically move them.
The official method to migrate documents is "arsdoc get" and "arsload", however in our case this would have taken far too long.