I think it stopped working when I went to 4.1.

I can move the files with a right click -> move -> select directory. I'd like them to move automatically, though.

Is it still enabled in the settings and does the destination directory exist ?

Yes and yes.

Is it also enabled in the torrent's settings (right click on torrent -> settings) ?

Mostly, "move when completed" is not checked when I look at the individual torrent settings. There have been a couple of torrents that did display this in the settings. Those torrents could have been queued for months, as I have a queue of several hundred files.

Anyway, if "move when completed" is checked, it looks like it will move the files.

Do I have to add "move when completed" to every group? I categorize torrents with groups but haven't set this option on each group. I just set it under "Configure KTorrent", assuming that was global.

The global settings only applies to newly opened torrents. If you have this option enabled and you open a new torrent, then the same option will be enabled also in the file selection dialog. You can then choose to override it there.

If you select a group in that dialog, the group policy will also be immediately applied to the settings in the dialog. So if the group has no move on completion directory set, you have to set it manually after changing the group.