Puppy Linux Multisession CD
The Puppy Linux Multi-Session CD is one of the great hacks of all time. In a nutshell, you boot into the Puppy operating system from a CD or DVD disk, do some work and then save the work back to the CD by using a standard multi-session write. The next time you boot from the CD, your work from the previous session is restored into your live-CD file system.
It may not sound like much but no other major Linux distribution can do it.
Multisession live-DVD (and CD) Page