This is incredibly necessary for HTTP authentication to be useful, and bizarrely, has been given little to no attention over the years. There's a proposal for HTTP authentication in HTML dating all the way back to 1999:
http://www.w3.org/TR/NOTE-authentform
With only some complex Javascript hacks making it a possible solution:
http://www.peej.co.uk/articles/http-auth-with-html-forms.htm...
Also, HTTP authentication is a benefit to RESTful service design. Cookies have always been the wrong solution to this problem, having all web services to move to HTTPS feels like missing the point.