first solution:
If you create your sp in the master database and mark it as a system object and prefix it with 'sp_' then a single copy will exist that will be shared by all databases.
and second solution from msdn:
Private and global temporary stored procedures, analogous to temporary tables, can be created with the # and ## prefixes added to the procedure name. # denotes a local temporary stored procedure; ## denotes a global temporary stored procedure. These procedures do not exist after SQL Server is shut down.
an example :
USE master
CREATE TABLE test (c1 VARCHAR(50))
INSERT test VALUES('master')
go
CREATE PROC sp_test AS
SELECT * FROM test
GO
USE northwind
CREATE TABLE test (c1 VARCHAR(50))
INSERT test VALUES('northwind')
USE pubs
CREATE TABLE test(c1 VARCHAR(50))
INSERT test VALUES('pubs')
USE pubs
EXEC sp_test --returns 'master'
USE master
EXEC sp_MS_marksystemobject sp_test
USE pubs
EXEC sp_test --returns 'pubs'
USE northwind
EXEC sp_test --returns 'northwind'