The cookie names seem to come from an earlier versions called the Urchin Tracking Module. These cookie names are still used by the newer ga.js.
Some details:
- __utmz records whether the visitor came from a search engine (and if so, the search keyword used), a link, or from no previous page (e.g. a bookmark).
- __utma stores the amount of visits (for each visitor), the time of the first visit, the previous visit, and the current visit
- __utmb and __utmc are used to check approximately how fast people leave: when a visit starts, and approximately ends (c expires quickly). If you look at cookie state changes (e.g. using firecookie), you will see these change regularly.
Also:
- __utmv is used for user-custom variables in Analytics
- __utmk - digest hashes of utm values (verify)
- __utmx is used by Website Optimizer, when it is being used(verify)