ASP.NET provides In-Process and Out-of-Process state
management.  In-Process stores the session in memory on the
web server.  This requires the a "sticky-server" (or no
load-balancing) so that the user is always reconnected to
the same web server.  Out-of-Process Session state
management stores data in an external data source.  The
external data source may be either a SQL Server or a State
Server service.  Out-of-Process state management requires
that all objects stored in session are serializable.