, but I have written a fairly simple module for maintaining state without cookies.
What I do is create a unique ID string, parse the html before it's outputted and tack it on to the end of any link. All ID's are tracked from a Mysql database, but they needn't be and could be kept in temp files.
That is a simplified explanation of what my module actually does, but as the implementation of stateful sessions over http seemed fairly straight forward I didn't even think to see if there was a module pre-written for it.