curl 7.4.2 (Solaris as wellas WinNT):

% curl http://www.xyz/com/a.htm -L

Let us say the URL redirects to R1 after setting cookie:

Location: R1
Set-Cookie: a=1

Now, sending request for R1, curl does NOT send cookie!
It is becasue data->cookie is NULL in the code.

Instead, if I use

% curl http://www.xyz.com/a.htm -L -b dummyfilename

then, data->cookie is set and redirection to R1 is
accompanied by correct cookies

Basically, an initialization done when cookie file is
present is essential for the -L to work with cookies

Even if I use

% curl http://www.xyz.com/a.htm -L -b /dev/null

it works!!

Workaround is to use -b <filename> with -L always...but
 it is a bug neverthless