The primary keys directly determine how and where cassandra stores the data contained in a table (column family). The primary key consists of partition key and clustering key (optional).
The partition key determines which node stores the data. It is responsible for data distribution across the nodes. The additional columns determine per-partition clustering (see compound key documentation).
So changing the primary key will always require all data to be migrated. I do not think that either cqlsh or cassandra-cli have a command for this (as of 2015)..