Credit transfer from Masters to PhD in a different University
Some of them may transfer, it depends on the department. For example, my department transfers a blanket N credits for PhD students who come with a masters degree. That is, instead of evaluating each individual class on the masters transcript, they just apply N credits of transfer credit towards the PhD credit requirement. (I don't remember the value of N offhand.)

You will have to check the individual policy of each department you apply to.