On the face of it, this seems to be a reasonable request and I can't imagine any reason why it wouldn't work the way you want: you set up the vacation autoresponder to say "My email address has changed, it's now XYZ" and still have each message also forward along into a new account, on Gmail or otherwise.

Now I can imagine that the smart chaps at Google have written some loop detection into the Gmail system, however, because otherwise you could theoretically bring the entire system down with something like "a" forward to "b", saving a copy, and "b" forwards to "a" saving a copy. Send one message into the digital maelstrom and it just amplifies and amplifies until the disk is full. From experience, not good.

To test out the basics of having a vacation response and an all-matching-mail forwarding rule, I set it just that, starting with my vacation message (which you find by clicking on "Settings" on the top right in Gmail, then scrolling about 2/3 of the way down on the first "General" settings screen):

Your wording might be slightly different, but you can see that it's pretty easy to set this up in Gmail.

Setting up a filter is similarly easy: click on the "Filters" tab then scroll down to the "Create a new filter" link. I set up a filter for this test that was just email sent directly to my Gmail address:

As you can see, a broad matching rule - in fact, as you can see in the next screenshot, the test search has already matched 600 messages that match. That's a lot!

Once you're happy with the filter rule, click on "Next Step" and you'll be able to specify what you want to do with matching messages. Since you want to have them all autoforward to another account, here's how I suggest you set things up:

Notice here that I am keeping a copy of the message in the archive, but marking it as read. Since Gmail gives you oodles of disk space, this is probably a good insurance policy and a nice way to backup all your email anyway. In fact, if I were to set this up for myself, I think I'd also add a new label "forwarded" so that I could isolate and search just those messages if I ever needed to in the future.

With this all set up, I asked a few of my Twitter pals to send me a test message and they dutifully did. (You can join my Twitter posse too, if you'd like! I'm @DaveTaylor) A few minutes later they reported fast autoresponses from the vacation filter and I saw their message, addressed to my Gmail account, show up in the inbox of my regular @intuitive.com account.

I haven't tried having it go to a second Gmail account, but I'm guessing the basic configuration and setup will be identical. Try what I have shown here and let us know if it works for you.