Is it possible to set a cookie in an iPhone Application that persists, so that later when the user is in Mobile Safari, that cookie can be sent to a webserver?
I believe this is made easy by using the ASIHTTPRequest Library. It encapsulates the use of the global cookie store.
http://allseeing-i.com/ASIHTTPRequest/How-to-use
You can make requests with this library which will accrue cookies, and then these cookies will affect other requests later.
I use this to great effect in accessing authenticated APIs within my iPhone app.