Personally, the weekly review is what brings all that together. Realistically, you are not going to work on every next action in one week.

So just have a list of what next actions you are going to work on and the context in which you will do them. Then at your next weekly review, sort back those actions you completed to the projects they were for.

Dedicated GTD software (or at least a time management kind of app) will help, but you still need to do the weekly review to check your next actions per project.

So we start on the same page, next actions should be grouped by context, not project: @office versus European vacation.

If you're having trouble remembering what project a given action is associated with (although I would think in most cases it would be obvious), then include the project title in the task description. For example: Europe vaca: email Mika arrival time in Berlin. This is a simple, low-overhead way to associate actions with projects, and if you use an electronic tool (e.g. Evernote or Remember the Milk) you can wildcard search to find all tasks associated with the project. (Tags can work as well, but I find typing into the task title is quicker than utilizing a separate tag mechanic, and something that's fast is something you'll actually do.

Separately, you should have information for your projects; at a minimum this should include reference/research material and a list of future tasks that aren't in context lists because they aren't yet actionable. For example, you can't call Mika until you've booked your flights.

When you complete a task associated with a given project, quickly pop into your project file, scan the list for future tasks that are now actionable, and place them in the correct context list. If you have a project with no actions then it's done (yea!) or you need to spend some time deciding what remains. If it can wait for your weekly review, great; if not, then what needs to go on your context list is Europe vaca: determine next action(s).

I prefer to use tags.

Tags can indicate any number of things:
1. What project(s) the task applies to
2. What the status of it is (I distinguish "Action" from "Next Action")
3. What the priority / context / energy level etc. is for this item

Each item can have many tags and I think most organization systems have tags (I use labels in gmail for example)

For example:

- Item 1 [projects/Project1] [Next Action]
- Item 2 [projects/Project1] [Action]
- Item 3 [projects/Project2] [Action]

If you're lacking tags or are using a strict hierarchical folder structure you could use links or shortcuts instead, imagine:

Root Folder\  
- Everything\  
- - Item 1  
- - Item 2  
- - Item 3  
- Project 1\  
- - Link to Item 1  
- - Link to Item 2
- Project 2\  
- - Link to Item 3
- Next Actions\  
- - Link to Item 1
- Actions\  
- - Link to Item 2
- - Link to Item 3

So here Item 1 lives in some general folder but is linked as being part of "Project 1" and also as being a "Next Action"

I think Evernote supports keywords/tags, so you could organize things that way; e.g., create a tag "marathon" which would apply to your all your related notes (gear to buy, registration details, overall training schedule and goals, etc.)

Or just create a single note for each project with action items in that note; supporting research material could be cross-referenced explicitly using tags or, more manually, by name of the notes in question.

That being said, I greatly prefer to organize my projects using Things for Mac and Things for iPod Touch/iPhone/iPad. They sync across (Apple) platforms, are visually clean, affordable, and very closely matched to the GTD workflow (Areas of responsibility, Projects, next actions, inbox, etc.).

I keep my next action list in a spreadsheet with columns for Next Action, Project, Context. That way I can quickly sort or filter the list according to project or context. I think something like Evernote is fine for keeping support and reference material but terrible for making lists because it has no sorting capability.

To clarify, you have one action that relates to multiple projects? Or are you just trying to link actions to projects?

You could use Evernote folders as projects, note title as action title, tags for next-action/someday/delegated/reference/complete. Add and remove tags as things get done, that way it you search for "next-action" tags you get everything that's a current next action. You'll have to create a new note for every action, but there's no limit on creating notes.

I you have one action that relates to multiple projects, I'd put it in both. When you do it, you'll remember to change the status of the other copy. Or it should at least come up during the weekly review.