Session state with web services

 The extra trick needed is on the caller side.  You have to save and store the cookies used by the web service. 

If an XML Web service method uses session state, then a cookie is passed back in the response headers to the XML Web service client that uniquely identifies the session for that XML Web service client. In order for an XML Web service to maintain session state for a client, the client must persist the cookie. Clients can receive the HTTP cookie by creating a new instance of CookieContainer and assigning that to the CookieContainer property of the proxy class before calling the XML Web service method. If you need to maintain session state beyond when the proxy class instance goes out of scope, the client must persist the HTTP cookie between calls to the XML Web service. For instance, a Web Forms client can persist the HTTP cookie by saving the CookieContainer in its own session state. Because not all XML Web services use session state and thus clients are not always required to use theCookieContainer property of a client proxy, the documentation for the XML Web service should state whether session state is used.

See the MSDN documentation on HttpWebClientProtocol.CookieContainer property. 

However, please note if you’re using proxy object to call a web service from your page, the web service and your page cannot share the same session state due to architecture limitation. 

This can be done if you call your web service through redirect. 

Example:

    public class UseWebServiceWithSessionState

    {

        public static void Example()

        {

            // Create a new instance of a proxy class for your XML Web service.

            WebServiceInstance ws = new WebServiceInstance();

            CookieContainer cookieJar;

            // Check to see if the cookies have already been saved for this session.

            if (Session["CookieJar"] == null)

                cookieJar = new CookieContainer();

            else

                cookieJar = (CookieContainer)Session["CookieJar"];

            // Assign the CookieContainer to the proxy class.

            ws.CookieContainer = cookieJar;

            // Invoke an XML Web service method that uses session state and thus cookies.

            int count = ws.PerSessionServiceUsage();

            // Store the cookies received in the session state for future retrieval by this session.

            Session["CookieJar"] = cookieJar;

            // Populate the text box with the rewslts from the call to the XML Web service method.

            Logger.Log(count.ToString());

        }

    }

more info about HttpWebClientProtocol:

http://msdn.microsoft.com/en-us/library/system.web.services.protocols.httpwebclientprotocol(VS.71).aspx