a number of different subdomains, the use of sessions and PHP compiled with --enable-trans-sid.
if you have i.e. a menue with links like http://www.foo.de/bar.php, you'll have to add the session IDs manually.

the solution: enable transparent session IDs for a whole domain.
i.e. "trans-sid-domain foo.de" in php.ini would add session IDs to all relative links and to links pointing to *.foo.de
so www.foo.de, bar.foo.de or bla.foo.de would be affected.