session cookie missing

I am running RAILS 1.2.6 with apache balancing between a cluster of
mongrel processes. It appears that intermittently the server is not
receiving the session cookie from the browser for certain users.
Wondering what situations could cause this... I know one is if the
user has cookies turned off. Are there other situations where this
could arise? The net effect is that users experiencing this problem
cannot log in as a different session id is generated for each request.