Question: The PDF viewer Okular (part of KDE desktop) has lots of nice features and supports lots of file formats.
One of the things I like about it is the comments and annotations.
Unfortunately, all of the comments and metadata (like last viewed page) get stored locally in:
**~/.kde/share/apps/okular/docdata**

Is there any way to make Okular store them in the PDF itself?

Answer: 
This information is documented in [the okular documentation](http://docs.kde.org/stable/en/kdegraphics/okular/annotations.html).

As alxs mentioned, a method supported for a while now is to save the PDF document as an archive, which creates a `.okular` file. Saving the annotations directly in the PDF is quite recent, and from the documentation this option is only available from version 0.15. With such a recent version, using `Save As` and saving as a PDF stores the annotations as well. Note as well that, as mentioned in the documentation, this also requires a recent version of `poppler`.

A problem you might have, however, is that a document saved as an archive cannot be currently saved back as a pdf. Therefore, if you already made your annotations, and want to use a newer version of `okular` to save these in the PDF, it may get tricky. If you just update your version of okular, this may work, since it will use the same `~/.kde/share/apps/okular/docdata` folder. However if you want to use a newer version of okular on another system, you should transfer the PDF and the corresponding metadata file separately.
Just use `file > print > printer name: print to file (PDF)`. Output file goes to your home by default. Your annotation should be there.