Where are the session variables saved?
Variables put into Session are stored wherever the configured SessionStateProvider is configured to store them.
The default SessionStateProvideruses what's referred to as In Process (InProc) Session and the storage location for this is in server memory, inside the memory space of the ASP.NET worker process.
You can configure your own SessionStateProvider to store Session variables elsewhere, such as out of process, in a database.
Application variables are stored in ApplicationState which is also stored in the memory space of the ASP.NET worker process. Unlike Session State, Application State applies to all users and sessions. As far as I am aware, There is no configuration to store ApplicationState elsewhere; if you need to store lots of application data then you may want to look at ASP.NET Caching.
Session-State Modes
ASP.NET session state supports several different storage options for session data. Each option is identified by a value in the SessionStateMode enumeration. The following list describes the available session state modes:
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InProc mode, which stores session state in memory on the Web server. This is the default.
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StateServer mode, which stores session state in a separate process called the ASP.NET state service. This ensures that session state is preserved if the Web application is restarted and also makes session state available to multiple Web servers in a Web farm.
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SQLServer mode stores session state in a SQL Server database. This ensures that session state is preserved if the Web application is restarted and also makes session state available to multiple Web servers in a Web farm.
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Custom mode, which enables you to specify a custom storage provider.
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Off mode, which disables session state.
You can specify which mode you want ASP.NET session state to use by assigning a SessionStateMode enumeration values to the mode attribute of the sessionState element in your application's Web.config file. Modes other than InProc and Off require additional parameters, such as connection-string values as discussed later in this topic. You can view the currently selected session state by accessing the value of the HttpSessionState.Mode property.