I haven't seen an actual SharePoint state machine workflow example on here, but figured this post, How to create a SharePoint State Machine Workflow, is as thorough as it gets. Its a 6-part series. It has a step-by-step approach so even a 9 year old could just follow along and do it. It shows exactly how to use InfoPath to create the initiation form and task form, how to create the state machine workflow (with both C# and VB code), and also how to add workflow history logging and task notification emails. It does not go into modification forms, but does everything else, pretty much. Hope someone finds this useful.