I'm not claiming to be a cookie expert, but lots of sites will use banner ads served by a single ad server such as Doubleclick, and every time you visit a site with a banner ad (or in fact any image or content whatsoever) served by Doubleclick, the Doubleclick server will send your browser a permanent cookie from the Doubleclick domain along with the image/content, plus any cookies that the website itself (that you're viewing) may set.
In this way, Doubleclick will see you and identify you as you surf the Net, tracking you and gradually building a profile of the sites you visit. For some bizarre reason I hate the idea of people gathering information like this without my consent. I've discovered several porn-site cookies on my machine in recent months, despite getting bored of online porn years ago and never visiting porn sites these days. 😃
If you switch to be prompted every time your browser receives a cookie, you'll see just how many cookies some sites try to set. You can click on the 'More info' button to see the domain that's trying to set the cookie. Often on heavily-advertised sites (like www.cars.com) you'll get cookie requests from many different domains. (3 in the case of cars.com, including some from Doubleclick.)