What controllers are and how to create them, and how ASP.NET invokes a controller via URLs ("routing").
This MSDN article was written for MVC 3 but is still a good introduction to the subject of ASP.NET routing.
This excellent Pluralsight video was created for MVC 4 but is still a good introduction to controllers and routing.
This MSDN article explains filters, which let you run code either before an action method is called or after an action method has run. The article was written for MVC 3 but contains information still relevant to the current version.
See the Routing section.
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