Opera

Go to Edit > Preferences > Start and Quit to make Opera open with saved windows (you must choose the "Show saved windows" to make it work). During the session, you can save the current open windows (Windows > Save windows) or you can save them in the Quit dialog. At next startup, Opera will try to open the saved windows and try to access the URL in each window. You might have to uncheck the "Use cookies to trace password protected documents" in the privacy preferences if some windows come up blank.