Without state management information will not exist beyond the life cycle of a single page.
Web Pages are by default stateless.
When a single page is requested from a server it may actually involve multiple individual connections all performed in a sequence. Every image file used on page represents an individual connection to the Web server, so typically an individual page "impression" may infact involve 5 or 25 connections (hits) depending upon the number of files involved.
The point here is that each resource is served up to the page containing the request, the server does the job and then forgets about it, does the job again and forgets about it and so on ; it has no memory, each action is task it completes on its own and thats the end of it.
.NET Web applications however have a number of techniques, different pieces of technology that collectively provide developers with a number of options for maintaining state which means having a memory of what a particular page requested (or submitted) for in the last request and the request before that and so on!
Naturally the techniques used to store (maintain) these pieces of information depend upon how long, how much, how sensitive, how often you need to store the information.
All of that tends to depend on what the Web Application is meant to achieve what it's used for and do on.
Client-side
Server-side
All 9 options
here.