Recurrent DNA copy number alterations (CNA) measured with array comparative genomic hybridization (aCGH) reveal important molecular features of human genetics and disease. Studying aCGH profiles from a phenotypic group of individuals can determine important recurrent CNA patterns that suggest a strong correlation to the phenotype. Computational approaches to detecting recurrent CNAs from a set of aCGH experiments have typically relied on discretizing the noisy log ratios and subsequently inferring patterns. We demonstrate that this can have the effect of filtering out important signals present in the raw data. In this article we develop statistical models that jointly infer CNA patterns and the discrete labels by borrowing statistical strength across samples. We propose extending single sample aCGH HMMs to the multiple sample case in order to infer shared CNAs. We model recurrent CNAs as a profile encoded by a master sequence of states that generates the samples. We show how to improve on two basic models by performing joint inference of the discrete labels and providing sparsity in the output. We demonstrate on synthetic ground truth data and real data from lung cancer cell lines how these two important features of our model improve results over baseline models. We include standard quantitative metrics and a qualitative assessment on which to base our conclusions.