How do I report that a question should be moved to a different site (from stackoverflow.com to superuser.com, in example)?
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If you have less than 3000 reputation, then the traditionally effective means is actually to do nothing. The people who can vote to migrate are quite active, these kinds of questions tend to be picked up very fast, and they don't need any flagging to do that job.
You can consider posting a comment saying "This should be posted at [other site]". But be careful! You might convince the poster to do that, but the original post may still be migrated, and there will now be duplication! This is actually why not saying anything tends to be more effective.
If you really are worried about it, you can flag it for moderator attention explaining which site it belong on. I really don't recommend this because it should only be used for drastic measures, and migration rarely is such. But it's always an option if you feel it is necessary.
Of course, with over 3000 reputation, simply cast a vote-to-close to migrate it. That's all you need to do.
Users with more than 3000 reputation can vote to migrate any question. Users with more than 250 reputation can vote to migrate their own questions. It's actually a close vote, but the result is that the question is moved.
If you have less than 3000 points (or 250 it it's your own question) then you can do one of four things:
Option 4 is by far the easiest thing for you to do, unless you think that it's really urgent that the question is moved, in which case go for 3 or 2.
Vote to close it as "Belongs on [Target Site]".
If you do not have sufficient rep to vote to close, just put a comment below the question that says "Belongs on [Target Site]", or do nothing at all. Generally, there are enough high-rep users who will see the question, and vote it to the other site.
If you feel strongly about it, and the question has gone dead (i.e. people are not looking at it anymore), flag it for moderator attention, and put in the description, "Belongs on [Target Site]."
In general if you feel very strongly something should be migrated...