How to drag the last Safari tab to another window?
In Safari, one can move even the last tab of a window into another window simply by clicking on the tab's title area and then dragging and dropping onto the tab space of your target window. Dragging the last tab to a new window causes that window to close.

This is what it looks like to move the last tab, which I had opened at Top Sites.



That is actual size. The window 'collapses' during the drag operation and becomes semi-transparent.

The requirement is that View | Show Tab Bar is selected when the window is open with a single tab. This setting is sticky; it will 'stick' between Safari sessions.