A few ideas here- 1) if I was Copperfield and had the money he had, I'd probably pay a guy who looked almost like me to get a bit of plastic surgery to be almost exactly like me... excellent way to appear out of no where. 2) you may not even need to cross the great wall- I can't help but wonder if with a bit of misdirection we couldn't find ourselves back on the same side of the wall but with the camera going in the other direction. Then, there only needs to be a single Copperfield who gets up out of the same hidey-hole he went into in the first place.

I'm tempted to believe (1) above based on the camera shots.

The stairs never go across the great wall but David Copperfield does. Very simple illusion indeed but has baffled many of us..

how do you move the magic stairs across the great wall of china?