One possible way is to have the pages load through Ajax.
For example load the initial page then have ajax call data and load a "Main" container with the page.
jQuery uses easy ajax calls, and can even get specific chunks of an HTML page. Like loading a page with a div with the id "stuff" and it'll return only the html of that div.
Other then that its not really possible unless like Dorm said to use cookies or
session storage. Cause HTML pages are static documents and were not meant to be Dynamic, until JS, then Ajax was born.
Good luck