Mantis#1659. Thank you, Melanie for a patch that:

In LSL, the state command should have an immediate effect. 
The OpenSim script engine seems to wait until the function 
ends to process the state transition.

OpenSim/Region/ScriptEngine/Shared/Api/Implementation/LSL_Api.cs

@@ -99,6 +99,7 @@ namespace OpenSim.Region.ScriptEngine.Shared.Api
         public void state(string newState)
         {
             m_ScriptEngine.SetState(m_itemID, newState);
+            throw new EventAbortException();
         }
 
         public void llSay(int channelID, string text)
@@ -2791,6 +2792,7 @@ namespace OpenSim.Region.ScriptEngine.Shared.Api
         {
             m_host.AddScriptLPS(1);
             m_ScriptEngine.ApiResetScript(m_itemID);
+            throw new EventAbortException();
         }
 
         public void llMessageLinked(int linknum, int num, string msg, string id)

OpenSim/Region/ScriptEngine/Shared/Helpers.cs

@@ -30,6 +30,7 @@ using System.IO;
 using System.Threading;
 using System.Collections;
 using System.Collections.Generic;
+using System.Runtime.Serialization;
 using libsecondlife;
 using OpenSim.Framework;
 using OpenSim.Region.Environment;
@@ -37,6 +38,20 @@ using OpenSim.Region.Environment.Scenes;
 
 namespace OpenSim.Region.ScriptEngine.Shared
 {
+    [Serializable]
+    public class EventAbortException : Exception
+    {
+        public EventAbortException()
+        {
+        }
+
+        protected EventAbortException(
+                SerializationInfo info, 
+                StreamingContext context)
+        {
+        }
+    }
+
     public class DetectParams
     {
         public DetectParams()