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.