Original Post at http://blogs.msdn.com/tom/archive/2008/05/27/asp-net-application-life-cycle.aspx

ASP.NET Application Life Cycle

Have you ever wondered about all the stages that an ASP.NET request goes through?  Ever wonder why it is such a performance hit to have a wildcard mapping to map all extensions on your web server to ASP.NET?  This information corresponds to IIS 5.0 and 6.0.  For information on the life cycle in IIS 7.0, see ASP.NET Application Life Cycle Overview for IIS 7.0.  You can also check out the ASP.NET Page Life Cycle Overview for information on what happens once a page is run.

User requests a resource

A request comes into the web server and it will check to see what is mapped to handle the request.  ASP.NET is an ISAPI extension under the web server.

ASP.NET receives the first request for an application

ASP.NET will first create the application domain for this application.  These allow each application to be isolated from each other.  ASP.NET then compiles all the top-level items in the application, if required, including the App_Code folder.

ASP.NET core objects created for the request

ASP.NET will create the Request, Response, and Context objects for the request.  This includes browser information, cookies, headers and everything that the server will respond back to the client with.

HttpApplication is assigned to the request

The application is started by creating the HttpApplication object, taking into account the Global.asax file if it exists.  At this stage, ASP.NET will create any configured modules, such as SessionStateModule to handle Session.

HttpApplication pipeline

The following events occur:

1. Validate the request – checking for malicious markup
2. Perform URL mapping
3. BeginRequest event
4. AuthenticateRequest event
5. PostAuthenticateRequest event
6. AuthorizeRequest event
7. PostAuthorizeRequest event
8. ResolveRequestCache event
9. PostResolveRequestCache event
10. Find the requested resource, if it is a Page, compile the page
11. PostMapRequestHandler event
12. AcquireRequestState event
13. PostAcquireRequestState event
14. PreRequestHandlerExecute event
15. Call ProcessRequest on the HttpHandler
16. PostRequestHandlerExecute event
17. ReleaseRequestState event
18. PostReleaseRequestState event
19. Response filtering
20. UpdateRequestCache event
21. PostUpdateRequestCache event
22. EndRequest event
23. PreSendRequestHeaders event
24. PreSendRequestContent event

Hopefully this will give you a little perspective on all of the different times that you can hook into a request and the different things you can act on.  There are additional things you can do, such as Application_Start events in the global.asax file.  For those and some nice pictures of some of the above data, take a look at the MSDN page here.