This is known as "migrating entries", and the ability is exposed in both the web client and the Windows client. Frequently, the solution is to run a search to find all the documents that are on the wrong volume, select the result list, and migrate it. One caveat is that migration is a relatively slow operation - you're moving files across the network - so if there are a lot to move it can make sense to automate the process with a workflow rather than doing it manually.