Saving and restoring sessions across logins

I am aware that some desktops allow you to continue with your session across successive logins. For instance, if just before logging out I happen to have, say, three windows open then when I log in again those three windows will pop up automatically. However, I do not think the windows are restored as follows:

Imagine that window #1 is Firefox, in the middle of some Google search; windows #2 is an xterm (or equivalent) in which I am running gdb, stopped at some point in a program being debugged; and window #3 is my email client Thunderbird, on which I am writing a letter.

What I would like to do is to be able to log out, so that when I log in again later on, everything is exactly as it was: Firefox in the same page, with the same history; the xterm at the debugger, with the debugger at the same point as before, and the command history for both gdb and xterm exactly where they were; Thunderbird waiting for me to finish off typing my letter.

I suspect that, in all generality, this is not possible. In particular, doing the xterm plus debugger restoration as I describe it sounds unachievable. I would anyway be interested to learn how far one can go toward this goal, and what tools are available out there (for, say, Gnome or KDE) that try to accomplish it.