Implementing session-like storage in python application
If you're using Unix, rely on the fact that it's a multi user system. That is, the user has already logged in using his own credentials, so you don't need to do anything, just use its home directory to store the data, taking care to block other users from accessing it by using permissions. You can improve this to provide encryption too. For global application data, you can specify a "manager" user or group, with its own directory, where the application can write.
All this might be possible on Windows systems too.
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