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 considered deprecated; it should no longer be used.

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}