how can cookies track users despite same origin policy?

Posted by user1763930 on Stack Overflow See other posts from Stack Overflow or by user1763930
Published on 2012-10-21T22:58:25Z Indexed on 2012/10/21 23:00 UTC
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Article here discusses tactics used by political campaigns. http://www.nytimes.com/2012/10/14/us/politics/campaigns-mine-personal-lives-to-get-out-vote.html

The part in question is quoted:

The campaigns have planted software known as cookies on voters’ computers to see if they frequent evangelical or erotic Web sites for clues to their moral perspectives. Voters who visit religious Web sites might be greeted with religion-friendly messages when they return to mittromney.com or barackobama.com.

How is that possible? I thought all modern browsers have same origin policy security where website A doesn't have access to any information about other website B, website C, etc.

The article makes it sound like a user browses:

1. presidentialcandidate.com
2. website2.com
3. website3.com
4. website4.com
5. presidentialcandidate.com

How can a cookie from visit #1 know track user history and be revealed in visit #5?

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