Invoke Pig Latin script from other Pig script
Pig has two commands, RUN and EXEC. They differ in that RUN will execute the Pig script and leave its aliases and properties available for subsequent usage, while EXEC simply executes the script and returns with the calling environment unaltered (but with any new files created on HDFS available).
For example, I have a collection of macros, jars, and properties that I want to set at the beginning of every single script I write. Rather than type them every time, I put that into a Pig script and call RUN /my/script.pig at the beginning of my scripts.