You can copy art from Adobe Illustrator and paste it into a Photoshop document.
To automatically rasterize the art when pasting it into a Photoshop document, turn off the PDF and the AICB (No Transparency Support) options in the File Handling & Clipboard preferences.
To paste the art as a Smart Object, rasterized image, path, or shape layer, turn on the PDF and the AICB (No Transparency Support) options in the File Handling & Clipboard preferences.