Creating an external authentication module In Drupal 7, is it possible to make a module that handles user authentication without using the user_external_login_register method?  (In other words, without saving the user in the Drupal database?)

Of course, Drupal will need the uid of the logged-in user, so my guess would be that this would be pretty hard if not impossible.

It would also require Drupal to do its checks on this external source every page load. So, would this require hacking the User module, or making something similar? Is that even possible?
I stumbled on the exact same problem recently, and ended up using a generic user for all ones authenticated via the external system. It's the only way I see to manage this without creating a Drupal user for each external one.

Of course, it all depends about what you're trying to achieve. If you need to customize the website based on each individual user, you're out of luck with this solution. But then, if you need this level of granularity, you'd use a standard solution with automatic user creation, right ?