When trying to attach a document to a work item in Rally, the following error is presented:

Error setting value for field [Artifact]: Cannot connect object to value, Artifact value is in a different workspace. [object workspace OID=8888888888, value workspace OID=999999999

This can be caused when the user has a browser that is referencing two different workspaces.

Check the user's profile to ensure that a default project is set, otherwise, there may be workspace context switching occurring as different work items are being accessed.

If the user is accessing two different workspaces in the same browser session then it may be necessary to close the browser window that is accessing the workspace that doesn't need an attachment uploaded.
If it is necessary to simultaneously access multiple workspaces at once, using multiple browser profiles or using two different browsers such as Chrome and Firefox will also resolve the issue.