This kind of mechanism retains state in the server.
The data stored in an application object can be shared by all the sessions of the application. The application object stores data in the key value pair.
Session state stores session-specific information and the information is visible within the session only. ASP.NET creates unique sessionId for each session of the application. SessionIDs are maintained either by an HTTP cookie or a modified URL, as set in the application's configuration settings. By default, SessionID values are stored in a cookie.
Database can be used to store large state information. Database support is used in combination with cookies or session state