Application vs Session vs Cache

What is an appropriate use case for all of the above? It seems session and cache are quite similar, and I can't think of much use for application.

Application and Session State have a very important difference:

Application state is a data repository available to all classes in an ASP.NET application. Application state is stored in memory on the server and is faster than storing and retrieving information in a database. Unlike session state, which is specific to a single user session, application state applies to all users and sessions. Therefore, application state is a useful place to store small amounts of often-used data that does not change from one user to another

Application State Overview
Session State Overview

Caching, on the other hand, allows you to store objects in memory that require extensive server resources to create - it offers powerful features that allow you to customize how items are cached and how long they are cached - you can set extensive properties like priority and expiration.

Caching Application Data Overview

Although they might appear similar, they are distinctly separate and have different roles to play in an ASP.NET application in its broadest sense.

Session is per user. It is not shared among users.

Application and Cache scope are application wide. Cache can be expired. If you have data that can be changed let's say 5 minutes, you can place that in cache, while if you have data that is not updated regularly, than it is the candidate of placing in application variable.