To reproduce:
1. In any project open Animator window
2. Create two states,make transition from state 1 to state 2
3. Select state 1 and the transition and copy/duplicate it (ctrl+c/ctrl+d)

Expected: transitions are copied with corresponding state (check .gif attached)
Actual: transitions are not copied

Reproduced in: 5.4.6f3, 5.5.5p2, 5.6.5f1, 2017.1.3f1, 2017.2.1p1,2017.3.0p1 , 2018.1.0b1
Not reproduced in: 5.3.4f1, 5.4.0a4

Note1: copying/duplicating the second time no longer copies transitions
Note2: copying/duplicating only works with state and it's outgoing transitions
Note3: in 5.4.0b1, copying/duplicating crashes the editor, in 5.4.0b2 this feature is no longer copies/duplicates