You can make a sprite global, you can give a sprite the Persist behavior.
You can also make a layer global.
Global sprites (and theire instance variables) or sprites on a global layer stay in memory when swapping layouts.
Not sure how the Persist behavior actual works, memory wise. I guess that they stay in memory.
All 3 are really nice features. Got to look em up in the manual, when you plan to change layouts, or take objects from one layout to another (like HUDS).
Memory used by the variables is negligible though, compared to the memory use by the graphics. So, if you have to worry, worry about the amount of sprites (and theire animations) used (independed from if they are global are not). Althaugh, you can have a lot of sprites on screen, as long as you dont try to give them all a personal movement system.