Thanks for all your answers so far! I'm still trying to figure out the problem 
but there are also some other things I need to take care of.

Just to make it clear, here is a summary of my problem and what was suggested 
so far:

- We have a webapp that serves content (html, xhtml, ...) and images (jpg, png, 
...).
- Both, content and images, are _not_ static.
- They are generated by two different servlets in the same context.
- The images are generated _only_ on the server that processed the content 
request.
- This means subsequent image requests have to be routed to the same server as 
the content request.
- We enabled session cookies and URL rewriting (the latter via 
EncodeUrlTransformer of Cocoon).
- The cookie path is equal to the context path, so the cookies are valid for 
both servlets (content and images).
- In general the whole mod_jk load balancing works fine, with or without 
cookies (I tried disabling cookies on my iPhone and it worked as expected).
- Some devices however don't seem to send cookies with image requests, although 
they send a valid cookie with the previous content request.
- The latter may or may not be a problem of the devices themselves or an 
intermediate proxy or something else (we already had a problem with BlackBerry 
servers killing sessions).

I have yet to try what Rainer suggested: adding the cookie information to the 
access log. The problem was, that we need the access logs for statistics and I 
didn't know (till Christopher wrote it), that we could set up a secondary log. 
Once I have that running, I might be able to give more details.

Greetings,
Timo

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