EDIT: A Big update on this topic is presented with PS CC 14.2! Now you can have linked smart objects, it works like in InDesign. Just go to ‘File → Place Linked’ and choose your PSB file.
This is the Promo video from Adobe: https://www.youtube.com/watch?v=H6AIgoFDwlk
Is it possible to import a PSB file (saved smart object) into several PSDs, so when I edit the PSB the change is visible in every PSD?
I only get it that way, that the PSB is copied into the PSD and the source PSB remains untouched.
There are numerous methods to import PDFs, AIs, other PSDs, PSBs, etc., but the “best” result is that imported objects are converted to “local”1
Place command converts the placed file into a
Smart Object embedded in the current file. Updating the original PSB/PSD does not update files that have placed it. For whatever reason, the CS3-4 documentation does not mention this conversion but Adobe finally made this correction in the CS5 documentation.
1: By “Local” I mean the Smart Objects are saved in the file itself and become unique to the file in which they are saved