Actually there are a couple options.
1. ReWire!! Reason and Sonar make a great combination. Just treat Reason like a super rack of instruments working within Sonar. OctoRex, Kong...they're all great with Sonar.
2. The RXP REX File player. This seems to be a really well-kept secret, but it's fabulous. I'm not sure if it does exactly what you want, but here's how it works...you drag a REX file into it, and you can either loop the file or slice it. When sliced, you can play each slice in real time from a keyboard if you're into on-the-fly re-arranging, BUT you can also drag a MIDI file from the RXP player into Sonar, with each slice represented by a MIDI note (just like Reason). Then you can go into MIDI and mess around with the notes, jumble them around, overdub by playing slices from the keyboard, whatever.
But wait!
There's more!! 
There's a multi-mode filter and amplitude envelope that applies globally to the slices, and all RXP parameters are automable. Also, you can transpose plus and minuse four octaves, tweak tuning in cents, and there's a cool random pitch function that can really add interest to percussion parts. So, you can lay down stuff on the fly, but then go back and tweak the slice's audio parameters.
Of course, if you're into Maschine or MPC, you can trigger the slices from the pads; you're not limited to using a keyboard.