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I implemented a kind-of asynchronous state machine too. I looked into
tail calls, but skipped on them due to asynchronous part and also
because i won't be the one defining the state machine and is easier to
explain how to do it using a explicit transition table. 
I posted a question on this list a while ago, and based my solution on
code posted by Roberto (i think it was, can't find it now)

Initialize a state machine using:

local function FSM(t)
	local a = {}
	for _,v in ipairs(t) do
		local old, matches_event, new, action = v[1], v[2], v[3], v[4]
			if a[old] == nil then a[old] = {} end
			table.insert(a[old],{new = new, action = action, matches_event = matches_event})
  	return a

A sample state machine with two states and two possible transitions could be:

--{state, predicate, new state, action} 
local fsm = FSM{
	{"ini", cond1, 	"end", 	action1	},
	{"ini", cond2, 	"end", 	action2	},
   	{"end", nil,	nil, 	nil	}

where cond* are functions that evaluate whether a event is met, and action* are functions to be run on transitions.

Then, to advance the machine a single step you could use (current_state should start as "ini"):

	local state=fsm[current_state]
	local a
	--search first transition that verifies event
	for _, l in ipairs(state) do
		if l.matches_event and l.matches_event(event) then
	if a.action then a.action() end
	current_state =

Hope that helps,