Webservices as such do not have any mechanism by which they can maintain their state. The Webservices can access ASP.NET intrinsic objects such as application, session and many more if they inherit from "WebService" base class.
<%@ Webservice class="TestWebServiceClass" %> Imports System.Web.Services
Public class TestWebServiceClass
Public Sub SetSession(value As String)
session("Val") = Value
End Sub end class
Above is a sample code which sets as session object called as "val". TestWebserviceClass is inheriting from WebService to access the session and application objects.