How can an EBS volume that is currently attached to an EC2 instance be migrated from one Availability Zone to another?

Detach the volume and attach it to another EC2 instance in the other AZ.

Simply create a new volume in the other AZ and specify the original volume as the source.

Create a snapshot of the volume, and create a new volume from the snapshot in the other AZ.

Detach the volume, then use the ec2-migrate-volume command to move it to another AZ.