C# Signature:

[DllImport("kernel32.dll", SetLastError=true, CharSet=CharSet.Auto)]
static extern bool CopyFileEx(string lpExistingFileName, string lpNewFileName,
   CopyProgressRoutine lpProgressRoutine, IntPtr lpData, ref Int32 pbCancel,
   CopyFileFlags dwCopyFlags);

User-Defined Types:

CopyProgressRoutine, CopyFileFlags

Notes:

None

Tips & Tricks:

Please add some!

Sample Code:

[DllImport("kernel32.dll", SetLastError = true, CharSet = CharSet.Auto)]

    static extern bool CopyFileEx(string lpExistingFileName, string lpNewFileName,
       CopyProgressRoutine lpProgressRoutine, IntPtr lpData, ref Int32 pbCancel,
       CopyFileFlags dwCopyFlags);

    delegate CopyProgressResult CopyProgressRoutine(
    long TotalFileSize,
    long TotalBytesTransferred,
    long StreamSize,
    long StreamBytesTransferred,
    uint dwStreamNumber,
    CopyProgressCallbackReason dwCallbackReason,
    IntPtr hSourceFile,
    IntPtr hDestinationFile,
    IntPtr lpData);

    int pbCancel;

    enum CopyProgressResult : uint
    {
        PROGRESS_CONTINUE = 0,
        PROGRESS_CANCEL = 1,
        PROGRESS_STOP = 2,
        PROGRESS_QUIET = 3
    }

    enum CopyProgressCallbackReason : uint
    {
        CALLBACK_CHUNK_FINISHED = 0x00000000,
        CALLBACK_STREAM_SWITCH = 0x00000001
    }

    [Flags]
    enum CopyFileFlags : uint
    {
        COPY_FILE_FAIL_IF_EXISTS = 0x00000001,
        COPY_FILE_RESTARTABLE = 0x00000002,
        COPY_FILE_OPEN_SOURCE_FOR_WRITE = 0x00000004,
        COPY_FILE_ALLOW_DECRYPTED_DESTINATION = 0x00000008
    }

    private void XCopy(string oldFile, string newFile)
    {
        CopyFileEx(oldFile, newFile, new CopyProgressRoutine(this.CopyProgressHandler), IntPtr.Zero, ref pbCancel, CopyFileFlags.COPY_FILE_RESTARTABLE);
    }

    private CopyProgressResult CopyProgressHandler(long total, long transferred, long streamSize, long StreamByteTrans, uint dwStreamNumber,CopyProgressCallbackReason reason, IntPtr hSourceFile, IntPtr hDestinationFile, IntPtr lpData)
    {
        return CopyProgressResult.PROGRESS_CONTINUE;
    }

Alternative Managed API:

File.Copy performs copying without a callback or options.