VS 2010 now supports importing/exporting breakpoints to XML files – which you can then pass off to another developer, attach to a bug report, or simply re-load later. 

To export only a subset of breakpoints, you can filter by a particular label and then click the “Export breakpoint” button in the Breakpoints window:

Above I’ve filtered my breakpoint list to only export two particular breakpoints (specific to a bug that I’m chasing down).  I can export these breakpoints to an XML file and then attach it to a bug report or email – which will enable another developer to easily setup the debugger in the correct state to investigate it on a separate machine.