I have some swf files (games) which I play using Swiff player...
Is there any way to save the state of the swf file ?? so that I don't have to start the game all over from level 1 again !!
From a programming standpoint the only way that you can save the state of a flash game is if the developer wrote code to allow state to be saved.
If I understand you right, it sounds like you are looking to duplicate the behavior you might find in, for instance, a super nintendo emulator - but that level of control there, that allows you to save state in any given ROM, is operating at the runtime level.
Unless you write your own Flash Player that gives you the ability to save state in a similar way you're not going to find the same functionality.
I hope that makes sense, let me know if you have any other questions.