How can you preserve oil paints on your palette between sessions?
Light, Air, AND Temperature. After restricting the air flow like by putting the palette into a container you can put it in the fridge or even the freezer for a longer period. 

Some painters immerse the working palette into a recipient of water in the fridge for the best air restriction, because it is oil based the paint is not altered and is workable within an hour of removing from water.

read http://painting.about.com/od/oilpaintingfaq/f/freezing-oils.htm


  It's fine to store your oils in the freezer if you're taking a break. The cold temperature will slow the rate of oxidation and evaporation, preserving the paint.(...) "...by early Renaissance times professional supplies of pigments existed ... Prepared oil paints were kept in the studio under water to prevent them from drying out."


Using left over paint within " the evening or even longer" should not require any special method.
Otherwise, if you add oil to the paint before setting the palette aside it will be work able for days longer, and even longer with a slow dry medium. 

The best way is still to use paint little by little so not to have too much left over.