Not sure what you mean... I often "hard-code" variables into a single file that I then call everywhere.
If this isn't what you are talking about, the next best thing is to store stuff in files or a database.
Databases are, of course, "site-wide" and used as a storage container of information.
Sounds like you want a "super-global" variable, one that's always there w/o includes, and I've never seen such a beast, as it goes against the inherently static nature of http, which is what PHP is/was designed to handle.
-Ben