How to make a compiled Regexp a global variable?

You can use the lazy_static macro like this:

use lazy_static::lazy_static; // 1.3.0
use regex::Regex; // 1.1.5

lazy_static! {
    static ref RE: Regex = Regex::new(r"hello (\w+)!").unwrap();
}

fn main() {
    let text = "hello bob!\nhello sue!\nhello world!\n";
    for cap in RE.captures_iter(text) {
        println!("your name is: {}", &cap[1]);
    }
}

If you are using the 2015 edition of Rust, you can still use lazy_static via:

#[macro_use]
extern crate lazy_static;