I guess the sky is falling ...
Just because your Web browser is set to block third-party tracking cookies that doesn't mean all of them are being blocked.
A growing number of Web sites are quietly resorting to the use of "first-party," subdomain cookies to skirt anti-spyware tools and cookie blockers and allow third-party information gathering and ad serving, according to some privacy advocates and industry analysts.
Though the cookies are not fundamentally different from other third-party cookies, they are very hard to detect and block, said Stefan Berteau, research engineer with CA's anti-spyware research team. The result: companies could theoretically use the cookies to quietly gather and share consumer information with little risk of detection, he said.
So far, the use of first-party, subdomain cookies appears to be less prevalent than standard third-party cookies, Berteau said. "But it's the kind of thing that might catch on quickly."