long delays in AcquireRequestState

Using performance monitoring tool "New Relic" I am seeing occasional (but too many) long delays in the "AcquireRequestState". I am talking about 10, 20 second delays, sometimes minutes.

I know we have not written our own event handlers for this event.

Where do I even begin looking for the cause of these delays? The little information I have found so far on msdn has not been helpful.