The latest release of RACE! PSP includes state saving, and the test switch that I mentioned earlier. The switch enables developer-level access to Card Fighters’ Clash, Card Fighters’ Clash 2, Dokodemo Mahjong, and possibly other games.
To enable the test switch/button, map it to any PSP button via the ‘Control’ tab — it’s unmapped by default. With regard to save state feature, I ask that you take its functionality with a grain of salt — at least until more folks report how well it works.
For those of you who are adventurous, please run some tests by saving/loading different games, and post your experience in comments. Thanks.