Session Cookies or Sitting / Persistent Cookies may they be used as Advertising Cookies or Process Cookies or Security Cookies or Preference Cookies or Analytics cookies.
May they be First Party Cookies or Third Party Cookies, local objects / Flash Cookies or HTTP only cookies or Zombie Cookies.
Cookies are now integral part of Browser based Digital Journeys, E-marketers may call them as basic units helps temporarily recording the data of Browsers to Buyer Experience or Play to Pause or Click to Close actions.
Digital marketers and websites are using them for various purposes, may it be for segmentation, behavioural / Psyco-graphic targeting, tracking, personalization, security, advertising, eCommerce, and the usage list goes on.
What started as method to store temporary browsing data has taken a big shape.
Here is a nice article from IAB on Future of Cookies in the Digital Marketing Age.