Third-Party Cookie
Also known as: 3p cookie, cross-site cookie
A cookie set by a domain other than the one in the address bar, used to track users across sites.
Cookies are small files websites store in your browser. A first-party cookie is set by the site you're visiting; a third-party cookie is set by an embedded resource from a different domain (an ad, a widget, a tracking pixel).
Third-party cookies are the historical engine of cross-site tracking and retargeting. All major browsers either block them by default or are in the process of doing so. The ad industry has responded with workarounds like CNAME cloaking and server-side tagging.