YES, with disabling sound, save states work.
am i so bad at megaman X or its so hard?
EDIT
did you update the snemul.cfg or ur using the default one?
Ugh, alright let me go check mine. Oh yeah, I disable my sound when I load the save state -- then turn it on after I choose a level.
Not sure which rom version mine is.
I wish Chrono Trigger was more playable though. :\ And for some reason, the music sounds like shit on mine.The music was one of my favorite things about the game.