Are you using an old analog scope or a fancy new digital scope?
If old analog........
Make a simple differential circuit using an op-amp and 4 resister (2 inputs one output) You might need to attenuate your two inputs channels or you could "rail" your op-amp output. This circuit will subtract one channel from another. Connect an input channel to each side for your current sense resistor and connect the op-amp circuit output to one channel of your oscilliscope.
You could also use this same circuit to look at stepper motor coil current. If you made two of these circuits you could even look at both the SIN and COSIN coils of a single stepper motor.
(A simple differential op-amp circuit is something handy to have in your electronics tool-box)
If new digital scope..........
Connect two o-scope channel inputs to each side of the sense resistor. find the o-scopes mathmatical functions and subtract the lower potential channel from the higher potential channel.
In both solutions, this will give you the voltage across the resistor (or stepper motor coil) Ohm's law says I= V / R. Divide the single trace on the o-scope by a resistance to get current.
You could also use an o-scope current probe. However, not everyone has a current probe.