Python Session Tracking

Is there a way to ensure that successive requests are made using the same session (with the same cookies, etc.) in the Python API? I am scraping a very fussy site that seems to have strict session continuity requirements so I need to ensure that for main page A, all requests to sub pages linked from there, A-1, A-2, A-3, etc. (as well as A-1-1, A-1-2, etc.,) are made within the same session as the original request.

Thanks as always.