This is a direct quote from the Wikipedia page on Global.asax. Just thought it would be nice to a quick list to refer to.

• Application_Init
• Fires when the application initializes for the first time.
• Application_Start
• Fires the first time an application starts.
• Session_Start
• Fires the first time when a user’s session is started.
• Application_BeginRequest
• Fires each time a new request comes in.
• Application_EndRequest
• Fires when the application terminates.
• Application_AuthenticateRequest
• Indicates that a request is ready to be authenticated.
• Application_Error
• Fires when an unhandled error occurs within the application.
• Session_End
• Fires whenever a single user Session ends or times out.
• Application_End
• Fires when the application ends or times out (Typically used for application cleanup logic).

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