Second Life is not the only virtual world but currently avatars in Second Life are limited to exploring and living in Second Life. This "problem" may not be one for long as developers are discussing the possibilities of avatars moving between and among virtual worlds. Click on the following URLs to read variations of this story:
Free the Avatars (NYTimes)
http://bits.blogs.nytimes.com/2007/10/10/free-the-avatars/
Universe Hopping for Avatars? (Daily Trends)
http://news.digitaltrends.com/news/story/14437/universe-hopping_for_avatars
Open Borders Sought for Virtual Worlds (Boston Globe)
http://www.boston.com/business/technology/articles/2007/10/10/second_life_ibm_in_open_borders_for_virtual_worlds/?rss_id=Boston+Globe+--+Technology+stories