It is possible to set this using workflow, you can do it using the Sharepoint designer. There are add-ons to designer that extends the possibilities and allow you to do this action. in Codeplex you have the SPDActivities that among others enables you to copy or move list items and files cross sites.
Send Email with HTTP File attachment – Allows sending emails with attachments retrieved using a web request
Send Email with List Item attachments – Allows sending list item attachments as files attached to an email
Start Another Workflow – Starts another workflow associated with a list item
Grant Permission on Item – Allows granting of specified permission level on a spicified item
Delete List Item Permission Assigment – Allows deleting of specified permission level assigment for a given user
Reset List Permissions Inheritance – removes any unique permissions assigned to an item by inheriting list permissions
Is User a member of a SharePoint group – Checks if a given user is part of given sharepoint group
Is Role assigned to User – Checks if a user role is already assigned on the current list item
Lookup user info – allows to lookup properties in site’s user information list for a given login
NEW! Copy List Item Extended Activity – Allows copying/moving list items and files cross site.
NEW! Send Email Extended – Enhaced version of the OOTB activity. Allows you to specify the sender. Also does not break links in body.
In the Technet Forum you can find a thread on this subject: http://social.technet.microsoft.com/Forums/en-US/sharepointcustomization/thread/1d4031d9-4f4b-4571-b67d-7fc5d976496b
You can find this project in Codeplex: http://www.codeplex.com/SPDActivities