I've done this twice in the past with more ore less success... The source migration is fairly easy but the main problem is migrating the user stories (msf Agile) to product backlog items (Scrum)
I found that the best tool for the job is the TFS Integration Platform, although it is not perfect, the migration is lossly and some history may be lost.
TFS Integration Platform allows you to configure a mapping between the source and the destination, it comes with preconfigured migration templates, but you will find that depending on how you are using Msf Agile you may need to adjust the migration template.
You can download it from here:http://tfsintegration.codeplex.com/
Some discussion about it here:http://social.msdn.microsoft.com/Forums/en-US/tfsintegration/threads