The __utmz Cookie
Mr. __utmz keeps track of where the visitor came from, what search engine you used, what link you clicked on, what keyword you used, and where they were in the world when you accessed a website. It expires in 15,768,000 seconds - or, in 6 months. This cookie is how Google Analytics knows to whom and to what source / medium / keyword to assign the credit for a Goal Conversion or an Ecommerce Transaction. __utmz also lets you edit its length with a simple customization to the Google Analytics Tracking code.