Since you mentioned it, and this is more of an academic question, at least in IE 5.5+ certain properties does not get "cleaned up" between the pages.
This could be used:
1. To catch the fact that user did "Open link in new window" versus just clicking on a link.
2. A function could be constructed as a
string on one page. Than another page uses "eval" and than a function call.
Here is an example of second case:
Page1.html
Page2.html
I would, though, advise against used such tricks, since it more of using a bug, that likly will be fixed in a future.