In Distributed network architecture ASP has only one Type of Session Management which can be expressed as In-Process Session State.
In .NET architecture ASP.NET Session Management can be done is different ways as
1.InProc Session Management (Both application and session run under the Same Process)
2.StateServer Session Management (application and the session run in different processes)
3.SqlServer Session Management (session is Maintained in sql server database )
Advantage of StateServer is that if though the application is restarted due to any reason the sessions associated with that application will not be destructed but where as in InProc management session state will be lost along with the application. SqlServer mode is similar to out-of-process mode, except that the session data is maintained in a SQL Server.
Here is a good link for with example: http://msdn2.microsoft.com/en-us/library/ms972429.aspx