Question: I have webRole with some data stored in Session. The data is some tens of small variables (strings), and one-two big objects (some megabytes). I need to run this webRole in multiple instances. Since two requests from the single user can go to different instances, Session became useless. So, i am looking for most efficient and simplest method of storing volatile user data for this case. I know that i can store it in cookies at client side, but this will fail for big objects. I also know that i can user data in Azure storage - but this seems to be more complicated than Session. Can anybody suggest both efficient and simple method, like Session state? Or probably some workaround to get Session state working correctly when multiple instances enabled.

Answer: 
This may help
<http://social.msdn.microsoft.com/Forums/en-US/windowsazure/thread/7ddc0ca8-0cc5-4549-b44e-5b8c39570896>
You need to use another session state storage than memory. In Azure you can use Cache, Storage tables or SQL server to share session data between instances.