Associate a piece of data with a session
Use SET CONTEXT_INFO. 

The most common use case for this is to send triggers information about the actor that caused the trigger to fire.

For example:

CREATE PROCEDURE [dbo].[ModifyData]
AS
BEGIN
    DECLARE @ObjectID BINARY(4) = CAST(@@PROCID AS BINARY(4));
    SET CONTEXT_INFO @ObjectID;

    UPDATE [dbo].[Data]
    ...
END;
GO

CREATE TRIGGER [LogModifications]
ON [dbo].[Data]
FOR UPDATE 
AS 
BEGIN
    DECLARE @ModifiedByObjectID INT = CAST(SUBSTRING(CONTEXT_INFO(), 1, 4) AS INT);

    ...
END;
GO