Intel's Thunderbolt 2 standard has received an update: now, it can be used to pair computers together—even Macs to PCs—to allow data transfer at speeds of up to 10Gbps. That's pretty quick.
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This is updating the Windows implementation to have a TCP/IP bridge like the Mac has enjoyed since 10.9 was released.
I use it from time to time to copy large files between Macs and it is insanely fast. It also makes a good interconnect between servers.