No, JavaScript doesn't have access to writing files as this would be a huge security risk to say the least. If you wanted to get/store information server-side, though, you can certainly make an Ajax call to a PHP/ASP/Python/etc. script that can then get/store the data in the server. If you meant store data on the client machine, this is impossible with JavaScript alone. I suspect Flash/Java may be able to, but I am not sure.
If you are only trying to store a small amount of information for an unreliable period of time regarding a specific user, I think you want Web Storage API or cookies. I am not sure from your question what you are trying to accomplish, though.
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