Those objects were created by an internal process called object materialization, which takes the returned data and builds the relevant objects for you. Depending on the query, these could be EntityObjects, anonymous types, or DbDataRecords. By default, for any EntityObjects that are materialized, the ObjectContext creates an extra object behind the scenes, called an ObjectStateEntry. It will use these ObjectStateEntry objects to keep track of any changes to their related entities. If you execute an additional query using the same context, more ObjectStateEntry objects will be created for any newly returned entities and the context will manage all of these as well. The context will keep track of its entries as long as it remains in memory. The ObjectContext can track only entities. It cannot keep track of anonymous types or nonentity data that is returned in a DbDataRecord.
ObjectStateEntry takes a snapshot of an entity's values as it is first created, and then stores the original values and the current values as two separate sets. ObjectStateEntry also has an EntityState property whose value reflects the state of the entity (Unchanged, Modified, Added, Deleted). As the user modifies the objects, the ObjectContext updates the current values of the related ObjectStateEntry as well as its EntityState.
The object itself also has an EntityState property. As long as the object is being managed by the context, its EntityState will always match the EntityState of the ObjectStateEntry. If the object is not being managed by the context, its state is Detached.
ObjectContext has a single method, SaveChanges, which persists back to the database all of the changes made to the entities. A call to SaveChanges will check for any ObjectStateEntry objects being managed by that context whose EntityState is not Unchanged, and then will use its details to build separate Insert, Update, and Delete commands to send to the database. ObjectContext can monitor the change of both entity and entity reference.