It is not possible using any of the tools I have found.
However there is an alternative and you can import and export breakpoints.
A problem with this is that if the source code ends up differing from when the breakpoints were added.
The breakpoints will faithfully stay at the lines which were marked and may not be indicative of an interesting place.
A way to mitigate this would be to save the breakpoints and check them in with a changeset into your source control, that way they would at least be faithful against a specific cut of the code.
An alternative, if you have Visual Studio Ultimate, is to use the code map feature. And build up pertinent parts of the code path(s) you are interested in.
