Apple offers a great way to sync all of your data via .Mac, keeping your email messages, keychains and bookmarks up to date on all your computers. However it doesn't allow you to sync or back up your Junk mail filter training data. Moreover, this isn't stored on the IMAP server either, meaning it is very much stuck on one computer.

While you can't keep your junk filter training data syncing automatically, you can manually copy it from one mac to another.

Go to your user folder and navigate to Library -> Mail. Copy the LSMMap2 file to a backup or another mac. Before overwriting the existing LSMMap2 file on the second computer, you may wish to temporarily copy it to the desktop, just in case everything goes pear shaped (i.e. you copy the wrong one).