C++ implicit copy constructor for a class that contains other objects

Foo f1;
Foo f2(f1);

Yes this will do what you expect it to:
The f2 copy constructor Foo::Foo(Foo const&) is called.
This copy constructs its base class and then each member (recursively)

If you define a class like this:

class X: public Y
{
    private:
        int     m_a;
        char*   m_b;
        Z       m_c;
};

The following methods will be defined by your compiler.

• Constructor (default) (2 versions)
• Constructor (Copy)
• Destructor (default)
• Assignment operator

Constructor: Default:

There are actually two default constructors.
One is used for zero-initialization while the other is used for value-initialization. The used depends on whether you use () during initialization or not.

// Zero-Initialization compiler generated constructor
X::X()
    :Y()                // Calls the base constructor
                        //     If this is compiler generated use 
                        //     the `Zero-Initialization version'
    ,m_a(0)             // Default construction of basic PODS zeros them
    ,m_b(0)             // 
    m_c()               // Calls the default constructor of Z
                        //     If this is compiler generated use 
                        //     the `Zero-Initialization version'
{
}

// Value-Initialization compiler generated constructor
X::X()
    :Y()                // Calls the base constructor
                        //     If this is compiler generated use 
                        //     the `Value-Initialization version'
    //,m_a()            // Default construction of basic PODS does nothing
    //,m_b()            // The values are un-initialized.
    m_c()               // Calls the default constructor of Z
                        //     If this is compiler generated use 
                        //     the `Value-Initialization version'
{
}

Notes: If the base class or any members do not have a valid visible default constructor then the default constructor can not be generated. This is not an error unless your code tries to use the default constructor (then only a compile time error).

Constructor (Copy)

X::X(X const& copy)
    :Y(copy)            // Calls the base copy constructor
    ,m_a(copy.m_a)      // Calls each members copy constructor
    ,m_b(copy.m_b)
    ,m_c(copy.m_c)
{}

Notes: If the base class or any members do not have a valid visible copy constructor then the copy constructor can not be generated. This is not an error unless your code tries to use the copy constructor (then only a compile time error).

Assignment Operator

X& operator=(X const& copy)
{
    Y::operator=(copy); // Calls the base assignment operator
    m_a = copy.m_a;     // Calls each members assignment operator
    m_b = copy.m_b;
    m_c = copy.m_c;

    return *this;
}

Notes: If the base class or any members do not have a valid viable assignment operator then the assignment operator can not be generated. This is not an error unless your code tries to use the assignment operator (then only a compile time error).

Destructor

X::~X()
{
                        // First runs the destructor code
}
    // This is psudo code.
    // But the equiv of this code happens in every destructor
    m_c.~Z();           // Calls the destructor for each member
    // m_b              // PODs and pointers destructors do nothing
    // m_a          
    ~Y();               // Call the base class destructor

• If any constructor (including copy) is declared then the default constructor is not implemented by the compiler.
• If the copy constructor is declared then the compiler will not generate one.
• If the assignment operator is declared then the compiler will not generate one.
• If a destructor is declared the compiler will not generate one.

Looking at your code the following copy constructors are generated:

Foo::Foo(Foo const& copy)
    :bar(copy.bar)
{}

Bar::Bar(Bar const& copy)
    :i(copy.i)
    ,baz(copy.baz)
{}

Baz::Baz(Baz const& copy)
    :j(copy.j)
{}