ASP.NET Session supports storing of session data in 3 ways,
[i] in In-Process ( in the same memory that ASP.NET uses) ,
[ii] out-of-process using Windows NT Service )in separate memory from ASP.NET ) or
[iii] in SQL Server (persistent storage). Both the Windows Service and SQL Server solution support a webfarm scenario where all the web-servers can be configured to share common session state store.