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The . at the start of a file does not affect your ability to copy it. . confers no special permissions - it is a convention by which some programs (e.g. ls, or file managers / file selectors) will omit files named starting with a . from "normal" listing, that is all. Note that the names "." and ".." are special - they mean the current directory and the parent to the current directory respectively.
If you cannot copy a file, it is probably for one of these reasons:
The file is not readable by user user (according to file permissions)
The destination directory is not writable/readbale/executable by your user
The decide to which you are trying to copy the file has insufficient space left
Less likely:
The extended file attributes of the destination directory are such that you cannot modify it
The device to which you are trying to copy the file is mounted read-only. Note that Linux will often re-mount devices as read-only when a hardware problem is detected (.g. bad blocks on the device), so you might find a device is suddenly mounted read-only unexpectedly.
The device to which you are trying to copy the file does not support the file name length or characters in the file name.
I added the -r option which I had forgot. That solved one of my problems.
I'm also trying to make a copy of all my . files and directories, but not having success:
bash-3.1$ cp -r '.*' backup
cp: cannot stat `.*': No such file or directory
bash-3.1$ cp -r \.* backup
cp: cannot copy a directory, `.', into itself, `backup/.'
cp: cannot copy a directory, `.', into itself, `backup/.'
cp: cannot copy a directory, `.', into itself, `backup/.'
cp: cannot copy a directory, `.', into itself, `backup/.'
It copies a lot of files and directories as well as backup into backup
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