Implementing session-like storage in python application
It’s not entirely clear what kind of security you are expecting. 
In general, if the end user has physical access to the machine and a screwdriver, you’re pretty much screwed—they can do whatever they want on that machine.
If you take hardware security as a given, but want to ensure software security, then you’re going to have to do server communication within the machine’s boundaries. You have to separate the server and the client, and run the server in a security context that is inaccessible to the user. The server will then do both the authentication and whatever operations need authentication (printing out receipts etc.). For example, under a Unix-like OS, you would run a daemon under a dedicated system user or under root; on Windows, you would have a system service running as LOCAL SERVICE or whatever that’s called. In this way, the operating system’s built-in security features will ensure (given proper maintenance, like timely application of security hotfixes) that the user cannot influence the behavior of the software that does the sensitive operations. The protocol between the client and the server can be anything, and you can do authentication in much the same way as in HTTP—indeed, you may even use HTTP itself.
Finally, if you’re certain that your users will not be tampering with your system at all—e.g. because they lack the technical skills, or are being watched by CCTV cameras—you can forget all that stuff and go with Puciek’s answer.
I will keep it short. 
Can someone please point me in the right direction in:

How to authenticate users in native applications written in Python?

I know in web there are sessions, but I can't think of a way to implement authentication, that will 'live' for some time and on expiry I can logout the user?
EDIT:
I am referring to desktop type of apps, I am fairly happy with the implementation for Web based development in Twisted
EDIT 2
The application I am thinking about will not authenticate against a server, but a self-contained application, an example the idea is a Cash Register/Point of Sale (my idea is kinda different, but parts of the functionality is the same), in which I need to authenticate the cashier, so I can log the transactions processed by him/her, print name on receipt and etc. All will be based in one single machine, no server communication or anything