Can multiple users see the same data if it is stored in a non-persistent entity?

Do I need to worry about explicitly segregating data between users or sessions when using non-persistent entities? I thought I had read somewhere that non-persistent objects are stored in the client but now I can't find that documentation.

Looking at the System.DomainModel, I see that One User can be Associated with multiple sessions. Are non-persistent objects segregated between the different sessions in this case or would all the data for the same user (having multiple sessions) be visible on a single session?

Thanks!