The implementation may choose not to physically copy the message content, rather to share the underlying buffer between src and dest. Avoid modifying message content after a message has been copied with zmq_msg_copy(), doing so can result in undefined behaviour. If what you need is an actual hard copy, initialize a new message using zmq_msg_init_buffer() with the message content.

Never access zmq_msg_t members directly, instead always use the zmq_msg family of functions.

zmq_msg_t msg;
zmq_msg_init_buffer (&msg, "Hello, World", 12);
zmq_msg_t copy;
zmq_msg_init (&copy);
zmq_msg_copy (&copy, &msg);
...
zmq_msg_close (&copy);
zmq_msg_close (&msg);