I accidentally deleted a file from a git-annex repository with a plain "rm". How can I restore it from other repositories that have it?

I tried using

git annex copy --from $REMOTE $REMOVED_FILE

but git-annex complaints about

$REMOVED_FILE not found

I suppose that I could switch to indirect mode and do checkout and older version, but I'd prefer not to. My repository contains thousands of quite big files; it would take a lot of time and the probability of something going wrong during the conversion is quite high (see other bugs reported during import).

I'm using git-annex 5.20141024-g613f396.