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The HttpRequest.AnonymousID property assigns a long-lived unique identifier to a non-authenticated user, which can be used to track the user or assign profile properties to that user without storing data in a Session object. By default, the HttpRequest.AnonymousID property is tracked using a cookie, but it can be set to use the URI when the System.Web.Configuration.SessionStateSection.Cookieless attribute in the anonymous identification configuration section is set to either the HttpCookieMode.UseUri, HttpCookieMode.UseDeviceProfile, or HttpCookieMode.AutoDetect value. You must explicitly clear the cookie if you no longer want it available, for example when an anonymous user is authenticated.
Anonymous identification is used when there is a need to identify entities that are not authenticated and when authorization is required. For more information, see anonymousIdentification Element (ASP.NET Settings Schema)