Agree that hash could be the fastest solution.
But it's not SQL, and it's quite more complicated to code if you do not already know the technique.
Also, if the data does not reside in SAS, there is the aspect of data transportation.
If this is SAS data, you could probably not expect to get SAS using an indexed join strategy, it would probably use a sort-merge join strategy.
Which is probably the best, unless there are very few common key values between the two tables.
I don't know about external databases and indexed joins, but in SPD Server there is a special join index that can be used that maybe would work well in this kind of scenario.
/Linus
Data never sleeps