In WebForm we could write a method in MasterPage.cs and it ran in each request .
 e.g:
MasterPage.cs -------------- protected void Page_Load(object sender, EventArgs e) {    CheckCookie(); }   How can we do something like this in MVC ?
Yes, completely possible. And, it can be multiple views, or even a FileResult or other result type.
In ASP.NET MVC you could write a custom global action filter.
UPDATE:
As requested in the comments section here's an example of how such filter might look like:
public class MyActionFilterAttribute : ActionFilterAttribute {     public override void OnActionExecuting(ActionExecutingContext filterContext)     {         var fooCookie = filterContext.HttpContext.Request.Cookies["foo"];         // TODO: do something with the foo cookie     } }   If you want to perform authorization based on the value of the cookie, it would be more correct to implement the IAuthorizationFilter interface:
public class MyActionFilterAttribute : FilterAttribute, IAuthorizationFilter {     public void OnAuthorization(AuthorizationContext filterContext)     {         var fooCookie = filterContext.HttpContext.Request.Cookies["foo"];          if (fooCookie == null || fooCookie.Value != "foo bar")         {             filterContext.Result = new HttpUnauthorizedResult();         }     } }   If you want this action filter to run on each request for each controller action you could register it as a global action filter in your global.asax in the RegisterGlobalFilters method:
public static void RegisterGlobalFilters(GlobalFilterCollection filters) {     filters.Add(new HandleErrorAttribute());     filters.Add(new MyActionFilterAttribute()); }   And if you need this to execute only for particular actions or controllers simply decorate them with this attribute:
[MyActionFilter] public ActionResult SomeAction() {     ... } 
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