Untested, off the top of my head. At least the F84 makes it easy, with only 1 bank of RAM
Code:
ASM
    movlw   low _array   ; load FSR with address of the array
    movwf   FSR
    rlf     _index,W     ; mult. index * 2 since array is WORDs
    addwf   FSR, F       ; add result to FSR
    movf    INDF, W      ; get the LowByte
    movwf   _my_data
    incf    FSR, F       ; point to next byte
    movf    INDF, W      ; get the HighByte
    movwf   _my_data + 1
ENDASM
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