diff --git a/requests/cookies.py b/requests/cookies.py
index 856258c7..1235711f 100644
--- a/requests/cookies.py
+++ b/requests/cookies.py
@@ -307,8 +307,10 @@ class RequestsCookieJar(cookielib.CookieJar, collections.MutableMapping):
             self._cookies_lock = threading.RLock()
 
     def copy(self):
-        """This is not implemented. Calling this will throw an exception."""
-        raise NotImplementedError
+        """Return a copy of this RequestsCookieJar."""
+        new_cj = RequestsCookieJar()
+        new_cj.update(self)
+        return new_cj
 
 
 def create_cookie(name, value, **kwargs):
diff --git a/requests/sessions.py b/requests/sessions.py
index c53ccfc4..615075a3 100644
--- a/requests/sessions.py
+++ b/requests/sessions.py
@@ -251,9 +251,10 @@ class Session(SessionRedirectMixin):
         if not isinstance(cookies, cookielib.CookieJar):
             cookies = cookiejar_from_dict(cookies)
 
-        # Bubble down session cookies.
-        for cookie in self.cookies:
-            cookies.set_cookie(cookie)
+        # Merge with session cookies
+        merged_cookies = self.cookies.copy()
+        merged_cookies.update(cookies)
+        cookies = merged_cookies
 
         # Gather clues from the surrounding environment.
         if self.trust_env:
@@ -312,8 +313,7 @@ class Session(SessionRedirectMixin):
         resp = self.send(prep, **send_kwargs)
 
         # Persist cookies.
-        for cookie in resp.cookies:
-            self.cookies.set_cookie(cookie)
+        self.cookies.update(resp.cookies)
 
         return resp
 
diff --git a/requests/utils.py b/requests/utils.py
index bb07f83f..a2d434ef 100644
--- a/requests/utils.py
+++ b/requests/utils.py
@@ -252,8 +252,7 @@ def add_dict_to_cookiejar(cj, cookie_dict):
     """
 
     cj2 = cookiejar_from_dict(cookie_dict)
-    for cookie in cj2:
-        cj.set_cookie(cookie)
+    cj.update(cj2)
     return cj