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Does Windows XP do checksum validation after a file copy? If I copy all my pictures and videos from one disk to another using Windows file copying, is it a best practice to verify the checksums of the new files against the old ones to verify there was no corruption?

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If you are worried about it, try teracopy, it automatically does this, plus its faster than windows' and it supports resume, it can skip over damaged files(and report them, not stop like windows) and its also free, and it will be used as your default copy manager if you want to.

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There are checksum calculations here and there when copying files (IP packets have checksums, certain block devices such as CDs or DVDs have ECC) but there's really nothing that would provide end-to-end protection. Even ZFS (which has built-in CRC verification) is prone to failures when your system reads the right data then writes the wrong data (software bug, cache bit error, etc). I once had a HDD that had two bad bits in its RAM, causing very rare but very nasty data corruption issues. You're doing yourself a favor if you maintain a checksum (or rather, CRC or hash) database for files that you intend to keep for a long time.

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I had a similar experience when some of my computer's RAM was bad. Data corruption on copied files, data corruption on files downloaded from the Internet. –  ChrisInEdmonton Dec 19 '10 at 18:26
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