It would be easy to have an API that is along the lines of "in the next phase, call this function, pass it this data". I could make an API that does that, or you could put the data under a key in the context, and then call that function at the beginning of the next phase. IF the set of functions you'd like to have called that way varies from request to request, they could be stuffed in a list under a key, and you just process each of the functions in that list.
I think it will be quite possible to provide something equivalent to closures, via an API, though I can't yet say how syntactically convenient they will be, but really not too bad, I don't think.
On further thought, I think it would be quite possible to do actor style message passing... I'm focusing a bit much on the mechanics of implementation right now, and not making this transparent, but the context could easily be used to manage a set of mailboxes and "processes", where, in each phase, or even between phases, whenever a message is available in a mailbox, the function that it was sent to gets woken up and executed. In fact, not function, but process.
So, I can add an API that provides an actor model interface. The actors can be identified by a process ID, they can send messages to each other (addressed by PID) and include arbitrary data, and this can happen in concurrently in coffeescript.