Transferring Mail data from one MBP to an other
In Mail.app in the "Mailboxes" section on the left side, (where Sent and Junk folders are) look toward the bottom of all the folders; there should be Smart Mailboxes and below that On My Mac folders.

It seems that some people are finding that it's hidden after they've upgraded to OS X 10.9 Mavericks. 

Next to "On My Mac" you should be a small "show/hide" as you hover over it with the mouse cursor. If you click on that hopefully you'll see those items once again.