I tried
Uri uri = HttpContext.Current.Request.Url;
String host = uri.Scheme + Uri.SchemeDelimiter + uri.Host + \":\" + uri.Port;
and it wo
The accepted answer is good, but in most cases (if the first request is a HTTP Request) you should better use the Session_Start event, which is called once per user every 20 minutes or so (not sure how long the session is valid). Application_BeginRequest will be fired at every Request.
public void Session_Start(Object source, EventArgs e)
{
//Request / Request.Url is available here :)
}