Let me clear what is state information of a project:
Any information that have to remembered or written and then retrieved when one resume its work on a project (for example, on the next morning when arrives at work, or at the evening when start to work on the side project).
For example, when you open the project/solution how, where and in what form do you keep the information what to do next, the context information of the current task in order to resume the work on it. The project/task management systems are not designed to handle things on this level of detail so I can't use some existing as a base for my projects. I have tried to accommodate a software like FreeMind (mind mapping) or ThinkingRock (Getting Things Done), but it just doesn't work.
What I need (and I think plenty of conscious developers will be happy about similar system) is something that can be used to hold information in form similar to a logbook. I have read some articles about developer/programmer logbooks and the general idea of the engineer logbook, but since then I'm still failing to implement something that suits my needs.
The system can be used not only for pure development, but also for more academic projects that involve more R&D although there are commercial projects with even more R&D portion (reading and trying things from multiple books, articles and papers).
The information about the progress of the project have to recorder somehow in order to look for references, code, reasoning for certain decisions, notes, etc.
Do you know some software that can do the job...or I have to start writing it by myself.
I use TiddlyWiki, which is a useful personal wiki. I use it like a big box of notecards, with crosslinks and hyperlinks between sections.
As several people have mentioned, the toughest part of any of these systems is keeping it up to date.