Maui has a similar requirement.  I implemented it by handling the
#aboutToLeaveWorld triggered by World's (PasteUpMorphs).  There is
also #aboutToEnterWorld available if that suits you better.

Example from Maui:

MauiWorld class>>#listenForLeavingWorlds
    Project allProjects do:
        [ : each |
        each world
            when: #aboutToLeaveWorld
            send: #setUpTransferMorphListeners
            to: self ]

"Release"
releaseLeavingWorldListeners
    Project allProjects do:
        [ : each |
        each world removeActionsForEvent: #aboutToLeaveWorld ]

On Wed, Oct 15, 2014 at 2:45 PM, Eliot Miranda <eliot.miranda at gmail.com> wrote:
> Hi,
>
>     occasionally I find it useful to have a window that is always present in
> the current project, so that wen I change projects the window either moves
> to the new project, or is in all worlds.  Is there a way of doing this in
> the standard system?  (I can't see this from reading the labyrinthine
> project enter code, but I could be missing something ;-) ).  Anyone have a
> changeset to do the same?
>
> --
> best,
> Eliot
>
>
>