1. A method of monitoring a transaction through a plurality of application environments, wherein the transaction comprises a first local transaction and a second local transaction, the method comprising: receiving a first unique identifier from a first monitoring agent monitoring the first local transaction that executes in a first application environment, wherein first natural data is associated with the transaction, and wherein the first unique identifier is based on the first natural data; receiving a second unique identifier from a second monitoring agent monitoring the second local transaction that executes in a second application environment distinct from the first application environment, wherein second natural data is associated with the transaction, and wherein the second unique identifier is based on the second natural data; and dynamically correlating the first unique identifier with the second unique identifier to monitor the transaction through the plurality of application environments; wherein the monitoring of the transaction through the plurality of application environments does not add information to the transaction; wherein the first monitoring agent uses a first monitoring technique to monitor in the first application environment and the second monitoring agent uses a second monitoring technique to monitor in the second application environment, the first monitoring technique being different from the second monitoring technique; wherein the first monitoring technique and the second monitoring technique are selected from a group consisting of: token-based tracking monitoring, dynamic correlation-based monitoring, Application Response Measurement (ARM) instrumentation monitoring, Global Publishing Server based instrumentation monitoring, direct API invocation based monitoring, indirect API invocation through wrapper/middleware based monitoring, and user instrumented agent monitoring.