Sub procedures and growing parameter lists

I have been using sub procedures exclusively in my code for about 3 years
now. One things that I continually have trouble with is a growing number
of parameters that I pass around. If one procedure gathers a bunch of data
and a couple different sub procedures need to process with that data, all
of that data has to be declared and passed. I'm talking about data
structure data, so lumping the variables into a data structure would mean
data structures within data structures. I've done this data structure
nesting before and it looks confusing when I come back to it later. What I
find myself wishing for is variables global to the current call level.
This could be accomplished with local subroutines I'd guess.

Am I doing it wrong?