Use the volatile keyword to hint to the compiler that the value can change at any time.
volatile int myInteger;
The above will guarantee that any access to the variable will be to and from memory without any specific optimizations and as a result all threads running on the same processor will "see" changes to the variable with the same semantics as the code reads.
Chris Jester-Young pointed out that coherency concerns to such a variable value change may arise in a multi-processor systems. This is a consideration and it depends on the platform.
Actually, there are really two considerations to think about relative to platform. They are coherency and atomicity of the memory transactions.
Atomicity is actually a consideration for both single and multi-processor platforms. The issue arises because the variable is likely multi-byte in nature and the question is if one thread could see a partial update to the value or not. ie: Some bytes changed, context switch, invalid value read by interrupting thread. For a single variable that is at the natural machine word size or smaller and naturally aligned should not be a concern. Specifically, an int type should always be OK in this regard as long as it is aligned - which should be the default case for the compiler.
Relative to coherency, this is a potential concern in a multi-processor system. The question is if the system implements full cache coherency or not between processors. If implemented, this is typically done with the MESI protocol in hardware. The question didn't state platforms, but both Intel x86 platforms and PowerPC platforms are cache coherent across processors for normally mapped program data regions. Therefore this type of issue should not be a concern for ordinary data memory accesses between threads even if there are multiple processors.
The final issue relative to atomicity that arises is specific to read-modify-write atomicity. That is, how do you guarantee that if a value is read updated in value and the written, that this happen atomically, even across processors if more than one. So, for this to work without specific synchronization objects, would require that all potential threads accessing the variable are readers ONLY but expect for only one thread can ever be a writer at one time. If this is not the case, then you do need a sync object available to be able to ensure atomic actions on read-modify-write actions to the variable.