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Cookies are allowed within incognito windows, they're just kept in memory and flushed when all incognito windows are close.

Wow, you learn something every day! I don't hit incognito mode much, I hadn't tried going to my gmail or gdocs. So there you have it, when browsing sites you may not be able to trust (like Arvind Narayanan's blog ;-) be sure to do so in an incognito window.

I've been logged into GMail in an incognito window, and done a Google search in another tab on the same window only to have my email address show up at the top of the search as 'logged in' (same with Google Maps).

All incognito windows share a profile, so share cookies etc. It's not the case that each tab is a clean profile.