This question is similar this one which covers Firefox, but I want to know how to do it in Chrome:

I want Chrome to clear cookies from all sites accept those from certain domains. In the Cookies section of the *Content Settings I've made following selections:

(*) Allow local data to be set (recommended)
( ) Allow local data to be set for the current session only
( ) Block sites from setting any data
[ ] Block third-party cookies and site data
[x] Clear cookies and other sites and plug-in data when I close my browser

After logged in to my preferred website(s), I find the required domains listed when I click at All cookies and site data. Let's say, I find some cookies for mysite.comand www.mysite.com. Now I click at Manage exceptions and enter these items:

Hostname Pattern                   Behavior
-------------------------------------------
mysite.com                         Allow
www.mysite.com                     Allow

Unfortunately, this does not seem to work, because when I close Chrome and reopen it, all cookies are gone, even those from the configured mysite.com hosts.