2022.08.22 Update: As of Ubuntu 22.04 this is default behaviour (yes … that’s the correct way to spell that word). If you’re running Jammy go to Settings > Multitasking > Multi-Monitor > “Workspaces on all displays” you’ll be all set! (Thanks to folks in the comments for mentioning this).
Back to the topic at hand, if you’re using Ubuntu 20.04 and want to use multiple workspaces with multiple monitors, the default behavior is to only switch workspaces on your primary monitor. This is less-than-helpful.
Enter one of my favorite add-ons for Gnome, Gnome-Tweaks. You can install it by opening a terminal and typing (thank you alin for your comment regarding the need to add the universe repo!) :
sudo add-apt-repository universe sudo apt install gnome-tweaks
Then launch it by typing gnome-tweaks in the terminal or by hitting your “super” (ie. Windows) key and searching for “tweak”.
Once it’s open, click on “Workspaces” on the left and check “Workspaces span display” under the “Display Handling” header … that’s all there is to it!