I had programmed a brilliant web page in ASP.NET 4.0 and lo and behold, this one page lost its sessions in Google Chrome. I could run it locally in debug and could not reproduce the issues in Chrome. Didn't happen in IE or Firefox, only Chrome on the published server.
I finally found in a forum where someone mentioned that Google Chrome looks for favicons and if it doesn't find one it will throw a 302 redirect and kill the session.
"The issue could be your server is looking for favicons, if it is not found the server throws out a 302 redirect, which kills the session variables."
So I went to Google and searched for a favicon generator, found one here at http://www.favicon.cc/
Uploaded a file which they turned into a favicon.
Then in my MasterPage within the HTML head tag and below the title tag I added the favicon code:
<link rel="shortcut icon" type="image/x-icon" href="~/Site/Images/favicon.ico" />
Published the code and checked it out and it fixed it!
Here's hoping this helps you with your Chrome Nightmares!