If these two computer exist within the same network, you could setup a network share and change the location that these folders are pointing to on each computer (either manually by going into the users directory (In the Explorer Address bar, while logged into the user in question, type %USERPROFILE%) or through GPO).
It's worth noting that the following will only work if both computers remain on the same network (whether that is through a VPN or locally doesn't matter). The second you try accessing your documents on the laptop away from the network that your desktop is on, you will run into problems.
On your desktop:
- Click Start
- Open Control Panel
- Open the Network and Sharing Center
- Open Advanced Sharing Settings (In the left hand side bar)
Under Home or Work
- Enable Network Discovery
- Enable File and Printer Sharing
- Hit Save Changes
Close the currently open window.
- Open Explorer (Computer)
- In the address bar, type %USERPROFILE%
- Hit enter
- Right click My Documents
- Go to properties
- Click on the Sharing Tab
- Click the share button
- Determine how you'd like to setup your sharing permissions (Outside
the scope of this question)
- Click Share
- Click Close
On your laptop:
- Click Start
- Open Control Panel
- Open the Network and Sharing Center
- Open Advanced Sharing Settings (In the left hand side bar)
Under Home or Work
- Enable Network Discovery
- Enable File and Printer Sharing
- Hit Save Changes
Close the currently open window.
- Open Explorer (Computer)
- In the tree-list on the left hand side, navigate to Computer
- Click Map Network Drive in the action bar under the address bar
- Hit browse
- Select the share you'd like to map from your desktop
- Hit Ok
- Hit Finish
Test to make sure you have access to the new drive
- In the address bar, type %USERPROFILE%
- Hit enter
- Right click My Documents
- Go to properties
- Click the Location Tab
- Click the Move button
- Navigate to your newly created drive
- Click Select Folder
It will prompt you asking if you'd like to merge your folders, I'd recommend it.
Repeat these directions for any of the other user folders you'd like to remap.
More Information:
https://technet.microsoft.com/en-us/library/cc732275.aspx