Ghostery!

[ppppenguin]

I suspect these sites are using 3rd party cookies which are blocked by default in Ghostery. I run both AdblockPlus and Ghostery as browser extensions as they give a decent amount of protection, to say nothing of dumping loads of advertisements. Having to whitelist a few sites is a small price to pay.

In my experience the commonest offenders are online ticketing for theatres etc.