  The Sally module of a Rees algebra $\BB$ relative to one of its Rees
subalgebras $\AA$ is a construct that can be used as a mediator for the
trade-off of cohomological (e.g. depth) information between $\BB$ and the
corresponding associated graded ring for several types of filtrations. While
originally devised to deal with filtrations of finite colength, here we treat
aspects of these developments for filtrations in higher dimensions as well.
