I can't find a "crossfade" feature, but you can fake it (sort of) by fading out the first track while fading in the second track. If linear fades don't get you close enough to what you want, you can edit the envelopes of the tracks to approximate an exponential fade.
Alright, I've seen it, but the reason I asked it this way was because I can't figure it out. It was so freakin' easy on SoundForge. The explanation at the Audacity Forums was incomplete (for me, anyway).
Does anyone have a step-by-step "how to" with a few pictures, maybe?