How does Glimpse persist collected data? Is it all saved in memory? Is there a way to persist the data in a database?
I ask this because if I have a website installed on multiple machines (load balancing) can I use glimpse for debugging, or is the data collected from one server not accessible from other servers?
IPersistenceStore is the interface to implement.
Glimpse ships out of the box with an in memory store called ApplicationPersistenceStore, but your implementation could write the data to a database, filesystem, distributed cache - whatever meets your needs.
To wire your implementation into Glimpse, you'll need to create an IServiceLocator and configure Glimpse to use it via the serviceLocatorType attribute on the glimpse node in web.config.
If you'd like to see a sample IServiceLocator implementation, you can take a look at AspNetServiceLocator.