Hi!
Looking at the Wikipedia article on REST and the constraints of the architectural style, you find statelessness.
http://en.wikipedia.org/wiki/Representational_State_Transfer#Constraints
In my opinion, there is nothing like a stateful REST service - it would be a contradiction.
What may be useful in a situation like that is to change the mindset: What are you trying to accomplish by introducing a state?
Would it be possible to store the information you want to contain in the state as a resource and pass an URI to that resource when issuing a request to another resource?
This way, the state would become just another resource which adheres to the same constraints as all the other resources and suddenly you have your RESTful web service with all the benefits of RESTful web services intact.
Best wishes!