I believe this isn't always the case. If you're using multiple browsers in OS X all built on Webkit for instance, they share the same cookie store.
Firefox and multiple firefox profiles isolate cookie storage and I also use Fluid on OS X to build site-specific browsers. The paid version offers a feature to isolate cookie storage within each app.
Firefox and multiple firefox profiles isolate cookie storage and I also use Fluid on OS X to build site-specific browsers. The paid version offers a feature to isolate cookie storage within each app.