One way is to create a user message, and use the preform method to send the message to all forms in the Screen.Forms array. Example:

{Code for Unit }
const
  UM_MyGlobalMessage = WM_USER +  ;
type
  TForm  = class(TForm)
    Label : TLabel;
    Button : TButton;
    procedure FormShow(Sender: TObject);
    procedure Button Click(Sender: TObject);
    { Private declarations }
  private
    procedure UMMyGlobalMessage(var AMessage: TMessage); message
      UM_MyGlobalMessage;
  public
    { Public declarations }
  end;
var
  Form : TForm ;
implementation
{$R *.DFM}
uses Unit2;
procedure TForm .FormShow(Sender: TObject);
begin
  Form2.Show;
end;
procedure TForm .UMMyGlobalMessage(var AMessage: TMessage);
begin
  Label .Left := AMessage.WParam;
  Label .Top  := AMessage.LParam;
  Form .Caption := 'Got It!';
end;
procedure TForm .Button Click(Sender: TObject);
var
  f: integer;
begin
  for f := 0 to Screen.FormCount -   do
    Screen.Forms[f].Perform(UM_MyGlobalMessage, 42, 42);
end;
{Code for Unit2}
const
  UM_MyGlobalMessage = WM_USER +  ;
type
  TForm2 = class(TForm)
    Label : TLabel;
  private
    { Private declarations }
    procedure UMMyGlobalMessage(var AMessage: TMessage); message
      UM_MyGlobalMessage;
  public
    { Public declarations }
  end;
var
  Form2: TForm2;
implementation
{$R *.DFM}
procedure TForm2.UMMyGlobalMessage(var AMessage: TMessage);
begin
  Label .Left := AMessage.WParam;
  Label .Top  := AMessage.LParam;
  Form2.Caption := 'Got It!';
end;