As many of you probably know, online banks nowadays have a security system whereby you are asked some personal questions before you even enter your password. Once you have answered them, you can choose for the bank to "remember this computer" so that in the future you can login by only entering your password.
How does the "remember this computer" part work? I know it cannot be cookies, because the feature still works despite the fact that I clear all of my cookies. I thought it might be by IP address, but my friend with a dynamic IP claims it works for him, too (but maybe he's wrong). He thought it was MAC address or something, but I strongly doubt that! So, is there a concept of https-only cookies that I don't clear?
Finally, the programming part of the question: how can I do something similar myself in, say, PHP?
In fact they most probably use cookies. An alternative for them would be to use "flash cookies" (officially called "Local Shared Objects"). They are similar to cookies in that they are tied to a website and have an upper size limit, but they are maintained by the flash player, so they are invisible to any browser tools.
To clear them (and test this theory), you can use the instructions provided by Adobe. An other nifty (or maybe worrying, depending on your viewpoint) feature is that the LSO storage is shared by all browsers, so using LSO you can identify users even if they switched browser (as long as they are logged in as the same user).