Yesterday, we
posted about PSPMSX 1.0.1, a new MSX emulator for PSP, based on fMSX-SDL by Vincent van Dam. As Ludovic Jacomme promised, this version supports save states. Also new -and handy!- is an 'exit' option and the default configuration has been changed to MSX2+.
Relevant link:
PSPMSX 1.0.2 release information