WordPress Theme variables scope

I need to create a variable that can be accessed throughout my WordPress Theme template files (index.php, header.php etc..). I know function definitions go inside the functions.php template file (in your theme path), but there’s no such thing for variables.

For example I constantly need to retrieve Categories in my Theme, so I would like to have this accessible from anywhere in my theme:

$categories = get_categories(); /* get_categories() is a wordpress function */ 

This way I can simply access to allocated data, without having to re-allocate it every time I need to get my categories.

Unfortunately adding that piece of code in my functions.php file, doesn’t work, neither does making the variable global.

Apparently global does the trick.
The problem was that my variable $categories should have been redefined with a global in front of it, in each template I needed to use it.