Mmmmh... I think after all the problem could've been originated due to plugin change. It seems if you change the audio plugin, states also don't work... I thought it only happened with video plugins, and didn't remember if I changed any plugin. But I make so many changes to play every game... It seems to work now, so it's OK.
Anyway, thanks.
in state it saves the current functions of the emulator, which includes all plugins