Assuming you use JAX-WS and SOAP/HTTP it is possible to work with container managed security (and e.g. session cookies) as well. You just have to inject WebServiceContext in your service. It allows access to all HTTP environment variables:
@Resource
WebServiceContext wsContext;
A detailed example is available here. Of course, your clients must support this as well (if they are JAX-WS based it works). Nevertheless, a rule of thumb is that web services should not maintain any state at all, they should behave stateless. See this on SO.
Edit: You can access the ServletRequest by:
@WebMethod
public void foo() {
final MessageContext mc = this.wsContext.getMessageContext();
final ServletRequest sr = mc.get(MessageContext.SERVLET_REQUEST);
/* works if this is a HTTP(s) request */
if (sr != null && sr instanceof HttpServletRequest) {
final HttpServletRequest hsr = (HttpServletRequest) sr;
hsr.getSession(true);
/* ... */
} else {
/* do some exceptional stuff */
}
}
The session created above should behave in exactly the same way as a 'standard' web session. You must make sure that your clients understand that as well. They have to submit the session identifier (cookie) on each subsequent call.