I have a ASP.NET MVC workflow configured as two websites managed by a load balancer. The websites use Sql Server as the session state provider and have authentication switch
Found the issue.
When you create applications that you expect to share session state using Sql Server, they need the same ID configured in IIS. This is because the session ID that is generated is generated based on the application ID. (Internally the application ID is something like LM/W3SVC/1
The two servers had different IDs for each application in IIS. The resolution is to change the ID under `Manage Website -> Advanced Settings' on each server.
Sessions have (web) application scope. See if this MS KB helps.
Update: Interesting down vote. Perhaps my suggestion needs more clarity.
In addition to matching machine keys, you also have to match the IIS configuration for sites (so it's the "same application" (application path) in IIS.
Review the IsolateApps modifier on the machine key element - http://msdn.microsoft.com/en-us/library/w8h3skw9%28v=vs.100%29.aspx
Did you recently upgrade from 3.5 to 4.0?
Last resort - recycle the appPools on both machines, and restart IIS.