What I do is, make visible all they layers you want in your next PSD file. Make sure you have a visible layer selected and then press Ctrl + A to select the whole canvas and then press Ctrl + C to copy all visible layers. I then open up my next PSD file and CTRL + V to paste in the copied image and use it as my base layer.

I'm guessing this isn't what you mean exactly but I find that if I break the map up into several PSD files that I work on then even though they are all at finished size the filesize doesn't get too big to work with. So I have one PSD which is the base of the map which has all the landmass shapes, rivers, base texture of the map, the coastal contours etc. Then I copy this with the above method into the next PSD which is usually elements such as mountains, hills, forests etc. One for labelling, one for effects etc.

I usually end up with four or five PSD files and though it may be a little messy at times it works for me.