1. At a computer system including a router and a load balancing system, the load balancing system including a load balancer, one or more other load balancers, and a plurality of destination hosts, the router connected to a network and being a point of ingress into the load balancing system, components on the network using a virtual electronic address to communicate with the load balancing system, a method for sharing state between load balancers, the method comprising: an act of the load balancer receiving a packet from the router, the packet containing source electronic address information identifying a source on the wide area network and destination electronic address information including the virtual electronic address; an act of the load balancer determining that the packet is for an existing data flow; an act of the load balancer using an algorithm to generate a data flow identifier for the existing data flow from the packet contents, including the packet headers; an act of load balancer determining that the load balancer lacks sufficient information to identify the destination host, from among the plurality of destination hosts, that corresponds to the existing data flow, including: an act of the load balancer determining that the load balancer does not have any cached state mapping the existing data flow to one of the destination hosts in the plurality of destination hosts; in response to the determination that the load balancer lacks sufficient information to identify the destination host that corresponds to the existing data flow: an act of the load balancer identifying an owner load balancer that is designated as the owner of the existing data flow, the owner load balancer selected from among the one or more other load balancers; and an act of the load balancer sending a request for data flow state information to the owner load balancer; an act of the load balancer receiving state information from the owner load balancer, the state information identifying the destination host that corresponds to the existing data flow; and an act of the load balancer caching the received state information.