import arcpy, os, shutil, time

arcpy.env.workspace = "//svcfs01/datavolume2/Standards/Water
Resources/GIS/_Water Resources GIS Database/New Folder"
targetGDB = "//svcfs01/datavolume2/Standards/Water Resources/GIS/_Water
Resources GIS Database/_Unprocessed_Raw_Data.gdb/WRSpatial/"
featureClasses = [arcpy.Describe(a).name for a in
arcpy.ListFeatureClasses()]
feature_classes = []
targetPath = []
for dirpath, dirnames, filenames in
arcpy.da.Walk("//svcfs01/datavolume2/Standards/Water Resources/GIS/_Water Resources GIS Database/New Folder",datatype="Any",type="Any"):
    for filename in filenames:
        feature_classes.append(os.path.join(dirpath, filename))
        targetPath.append(os.path.join(targetGDB,filename))
        if arcpy.Exists(targetPath)==False:
            try:
                arcpy.Copy_management(feature_classes, targetPath)
            except Exception as e:
                print "Unable to copy %s to %s" %(feature_classes, targetPath)
        else:
            print "%s already exists....skipping....." %(feature_classes)

Unable to copy [u'//svcfs01/datavolume2/Standards/Water Resources/GIS/_Water Resources GIS Database/New Folder\Drainage_Area.shp'] to [u'//svcfs01/datavolume2/Standards/Water Resources/GIS/_Water Resources GIS Database/_Unprocessed_Raw_Data.gdb/WRSpatial/Drainage_Area.shp']
Unable to copy [u'//svcfs01/datavolume2/Standards/Water Resources/GIS/_Water Resources GIS Database/New Folder\Drainage_Area.shp', u'//svcfs01/datavolume2/Standards/Water Resources/GIS/_Water Resources GIS Database/New Folder\TC.shp'] to [u'//svcfs01/datavolume2/Standards/Water Resources/GIS/_Water Resources GIS Database/_Unprocessed_Raw_Data.gdb/WRSpatial/Drainage_Area.shp', u'//svcfs01/datavolume2/Standards/Water Resources/GIS/_Water Resources GIS Database/_Unprocessed_Raw_Data.gdb/WRSpatial/TC.shp']

print e
Object: Error in executing tool