Save states will not work with most if not all clone consoles that are not 1:1 replicas with Ricoh CPU+PPU.
Moreover, save states will not work with some of the older most common official Famicom consoles from Japan which have Rev.E CPU+PPU.
Most common American NES is newer Rev.G and Rev.H, also the AV Famicom is Rev.H, save state will work good on these.