You can send windows to other desktops in Openbox by right-clicking on the title bar and clicking the appropriate desktop name from the Send to desktop submenu. An easier way to do this is to click and hold on a window title bar and use your desktop switching keys (usually C-A-PgDown and C-A-PgUp by default). As you change desktops, the window you're holding onto will move to each desktop you visit. Just release the mouse button when you've reached the desired desktop.

These keybindings also facilitate the same behavior if you press the keys while focused on the window you want to move:

<keybind key="S-A-Left">
  <action name="SendToDesktopLeft"><wrap>no</wrap></action>
</keybind>
<keybind key="S-A-Right">
  <action name="SendToDesktopRight"><wrap>no</wrap></action>
</keybind>
<keybind key="S-A-Up">
  <action name="SendToDesktopUp"><wrap>no</wrap></action>
</keybind>
<keybind key="S-A-Down">
  <action name="SendToDesktopDown"><wrap>no</wrap></action>
</keybind>

This has been tested with Openbox 3.2.

If you want Openbox to invoke multiple commands for a keybinding, you can just add extra action elements inside the keybind element. Sometimes XMMS freezes up on my machine, so I use this in my rc.xml file:

<keybind key="C-A-k">
  <action name="Execute"><execute>killall -9 xmms</execute></action>
  <action name="Execute"><execute>xmms</execute></action>
</keybind>

This has been tested with Openbox 3.2.