Updating a file without updating its surrounding directory

[Jacob Weber]

Say I have some files from branch A in my working directory, and I want to
pull down a file from branch B.

Normally I would do:
  cvs update -C -r A dir/file     # get the version from A
  cvs update -j A -j B dir/file   # update it with the changes from B

This works if A already has the directory that "file" is in. But what if I
don't have that directory? If I try to update, it will tell me that it
doesn't know anything about the directory. So it seems like the only way to
get the file is to update the entire surrounding directory, which may give
me some files that I don't want.

Is there a way to get just one file, and have it build the surrounding
directories? The -d option doesn't seem to do it.

Thanks,
Jacob