Introduction/From LaTeX to ConTeXt/Small caps across styles (bold, italics, etc.)

In ConTeXt MKIV (current)

\starttext
\setsmallcaps Normal and \bf bold Small Caps.

\style[style=smallcaps] Normal and \bf bold Small Caps.
\stoptext

Note that the legacy command

\sc

should be used only for those few typefaces where the small caps belong to a font file distinct from the main font. Latin Modern is an example.

For most (if not all) contemporary opentype fonts, the small caps (and the associated feature smcp) are included in the main font file; so \sc should no longer be used - and will not work across all weights - in most instances.

See also Small caps and other styles.

In ConTeXt MKII (legacy)

\usemodule[cmscbf]
\starttext
{\sc Normal and \bf bold Small Caps.}
\stoptext

You can download the module t-cmscbf.tex from http://pmrb.free.fr/work/OS/ConTeXt/

In LaTeX

See also From LaTeX to ConTeXt

\documentclass{article}
\usepackage[T1]{fontenc}
\begin{document}
\textbf{\textsc{bold small caps}}
\end{document}