State Management is used for maintain the state between page because Http is a stateless protocol so it doesnot remeber any thing and treated always a new request.

To preserver the value between the round trip,use state mangement.just like maintain user activity,count no. user visit your page,or pass one page info to there page.

refer to this link

http://msdn.microsoft.com/en-us/library/75x4ha6s.aspx

Web pages rarely be stand alone. Web applications almost always need to track users who visits multiple pages, whether to provide personalization, store information about a user or to track usage for reporting purposes.

Purpose
State management is the process by which you maintain state and page information over multiple requests for the same or different pages.