When I try to log in with cookies disabled, the OpenID login page shows a link to log in manually.
Third Party Cookies Appear To Be Disabled
You can continue and log in manually however.
After I follow that link and enter my e-mail and password, I get taken to the page https://openid.stackexchange.com/account/login/submit which says
This page could not be found.
I'm using Opera 12.00.