Audit trail?

When people talk about "audit trails", they're usually referring to databases, where everything done to the data in the database is tracked according to who updated the data, and what the update was. In that case, you would want to set up triggers in the database itself to automatically record said data changes in an audit table.

If you're instead talking about a desktop application, you'd use the system log (or some other logging facility of your own design/implementation).

Of course, web site (or Silverlight app) audit trails would also require code, and optionally a database or log to track users as they navigate the application.