Example ASP.NET Web Form
But in Load Balancing scenario, where you have cluster of Web servers that share the responsibility for handling to user requests. Those requests will not always be routed to the same server. The problem came when Server A never know about session created by Server B.
Sometime people solve it by using database to manage share Session across multiple servers
Basically, you need to run a script to generate table and stored procedure to handle session state and add connection in Web configuration file.
My preference is try to avoid of using session completely.