Some choices are (and consider that it depends based on data-volume and look-up return value content):
- use SAS PROC FORMAT to build your look-up table and then use the SAS DATA step PUT function to find a match.
- use SAS DATA step MERGE processing to attempt to match your two files.
- use SAS DATA step SET with KEY= processing to perform a look-up.
- a more recent feature is to consider using SAS DATA step and the HASH table approach to perform your objective.
The SAS support
http://support.sas.com/ website (with its SEARCH facility) has a wealth reference of SAS-hosted documentation and supplemental technical and conference papers based on topic-oriented subjects.
Proc Format, a Speedy Alternative to Sort Sort Merge
Jenine Milum, Wachovia a Wells Fargo Company, Charlotte, NC
http://support.sas.com/resources/papers/proceedings09/064-2009.pdf
A Hands-On Introduction to SAS® DATA Step Programming
Debbie Buck, D. B. & P. Associates, Houston, TX
http://www2.sas.com/proceedings/sugi30/134-30.pdf
Getting Started with the DATA Step Hash Object
Jason Secosky, SAS Institute Inc., Cary, NC
Janice Bloom, SAS Institute Inc., Cary, NC
http://support.sas.com/rnd/base/datastep/dot/hash-getting-started.pdf
And more recently from the SGF 2009 confererence:
Scalability of Table Lookup Techniques
Rick Langston, SAS Institute Inc., Cary, NC
http://support.sas.com/resources/papers/proceedings09/037-2009.pdf
Scott Barry
SBBWorks, Inc.