1. A method for monitoring a distributed transaction, comprising detecting a diagnostic event; associating a diagnostic identifier with the request in response to the diagnostic event; sampling a thread call stack handling the request at a first server in response to detecting the diagnostic event; detecting an outgoing call at the first server associated with processing the request; and modifying the outgoing call at the first server to include the diagnostic identifier and a call chain of the sequence of one or more servers that have processed the distributed transaction, the outgoing call with the diagnostic identifier received by a remote computer, the call chain identifying a sequence of computers or services that have processed the particular request, wherein an identifier is added to the call chain once the call to the remote computer is detected, wherein an additional identifier is added to the call chain upon detection of a subsequent call that is associated with processing the request, the additional identifier added to the call chain at the remote computer or subsequent remote computer at which the call is detected, the call chain with the additional identifier added to the outgoing call at the particular remote computer or subsequent remote computer at which the particular subsequent call was detected.