Not sure about between windows, but certainly from the desktop:
http://studio.html5rocks.com/#Photos
Actually, check out the full html5rocks.com site for ideas.
EDIT:
I just opened this demo in two separate browser windows, and I can drag from one window to the other. I was also able to drag a thumbnail from Facebook and drop it into a drop zone.
However, the Facebook image was dropped as "unknown". So it looks like you can drop from one site to another, but I'm not sure what exactly really gets dropped. If you are dragging from Facebook or such, Facebook may need to have the images or elements have the draggable
property set or something else that your application can read.
Bottom line is that you should be able to make it work between applications that you have control over. But if you are trying to integrate it with external apps, you will need to do some experimentation to find out what exactly gets passed during the drag/drop. I haven't done this work myself, but it shouldn't be hard.
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