I have seen several times comments etc. on various Stackexchange forums to this effect and I'd like to hear a reason why. In my opinion a question may be relevant to more than one forum and since you can't assume readers of one particular forum are also readers of other forums, restricting yourself to only one forum reduces your potential audience and chances of a useful answer. If a question properly falls within the remit of more than one forum why shouldn't it be posted individually in each?
See this MSO post on the topic (and here). I believe in the cases on this site, the main reason it was pointed out as bad form is because it was cross-posted simultaneously. The correct form is to post on what you believe is the most relevant site first, then if you do not get a satisfactory answer, you may cross-post on another site, including a link to the original post.
Good links from @Tal.
Cross-posting is just extra noise and fragments answers. In the case of SE sites, the question can be migrated to the best site. Also, if you're torn as to where it should go, there is a very good chance that the would-be answerer follows all the relevant sites.
I agree with @Tal that re-posting (to me, cross-posting implies simultaneity) elsewhere later is OK, but I think on SE sites you'll usually get migrated.