Station Globals are the easiest way to do this. I'm not sure what you mean by independent though? You mean they are different threads or different executions?
Generally I recommend against Station Globals, only because they can cause more headache than they are worth and you also get race conditions.
Another options is to use TestStand Queues. You can name them with a * at the beginning and they will be shared across processes and executions. I would be hesitant to pass an object reference around in a queue though, unless you know what you are doing.
Hope this helps,