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%macro samelabl (fromData=, toData=);

  %* Copy labels of source to destination
  %* Richard A. DeVenezia, 12/22/99

  %local this srcId dstId i nvars varname varnum varlabel labels lib mem rc;

  %let this = samelabl;

  %* open tables in utility mode;

  %let srcId = %sysfunc (open (&fromData,V));
  %let dstId = %sysfunc (open (&toData,V));

  %* create name='label' part of label statement for use in Proc DATASETS;
  %* only vars in both datasets will be in the statement;

  %if &srcId and &dstId %then %do;
    %let nvars = %sysfunc (attrn (&srcId, nvars));
    %do i = 1 %to &nvars;
      %let varname = %sysfunc (varname (&srcId, &i));
      %let varnum  = %sysfunc (varnum  (&dstId, &varname));
      %if &varnum %then %do;
        %* qsysfunc - very important, needed to macro quote
        %* labels containing literal single or double quotes ;
        %let varlabel = %qsysfunc (varlabel (&srcId, &i));

        %put varlabl = &varlabel;

        %if %length (%superq (varlabel)) %then
          %let labels = &labels &varname = %sysfunc(quote(&varlabel));
          %let labels = &labels &varname = ' ';

    %let lib = %sysfunc (attrc (&dstId, lib));
    %let mem = %sysfunc (attrc (&dstId, mem));

    %let srcId = %sysfunc (close (&srcId));
    %let dstId = %sysfunc (close (&dstId));

    proc datasets nolist lib=&lib;
      modify &mem;
      label &labels;
  %else %do;
    %if &srcId = 0
      %then %put ERROR: &this: Source [&fromData] could not be opened.;
      %else %let srcId = %sysfunc (close (&srcId));

    %if &dstId = 0
      %then %put ERROR: &this: Destination [&toDataination] could not be opened.;
      %else %let dstId = %sysfunc (close (&dstId));

%mend samelabl;

Sample code

data a;
  a label='Aaaaa!' length=$8
  b label='Beeee!' length= 8
  c label='Ceeee!' length=$4
  e label='Eeeyow' length=$1
  f length=$1
  g label='Ee"yow' length=$1
  h label="Ee'yow" length=$1
  i label="E""e'yow" length=$1

data b;
  a length= 8
  b length= 8
  c length= 8
  d length= 8 label='Original'
  f length= 4 label='Will be blank'
  g h i length = $4

%samelabl (fromData=A, toData=B)

proc contents data=b;