I added a new Silverlight app and corresponding WCF service to my site yesterday and I couldn’t understand why the WCF service could not see any of the details in the ASP Session Context property bag. After a bit of poking around I realised it was very simple;
The web site was using IIS at localhost/mysite but the add service reference in my Silverlight app had created a ServiceReferences.ClientConfig using an endpoint with my full machine name; machine.domain.com/mysite. The net effect is that these are treated as different web sites and therefore there is no shared cookie and thus session context. Changing the ClientConfig to localhost solved it.