Application_Start,
Application_End,
Application_AcquireRequestState,
Application_AuthenticateRequest,
Application_AuthorizeRequest,
Application_BeginRequest,
Application_Disposed,
Application_EndRequest,
Application_Error,
Application_PostRequestHandlerExecute,
Application_PreRequestHandlerExecute,
Application_PreSendRequestContent,
Application_PreSendRequestHeaders,
Application_ReleaseRequestState,
Application_ResolveRequestCache,
Application_UpdateRequestCache,
Session_Start,
Session_End

Global.asax file is optional.
If you want to define application or session event handlers then you would have to use global.asax.