Hi all, I made a helper tool to save, load and browse save states while playing. It shows a fullscreen grid with one thumbnail per savestate and then can be quickly rearranged (cut/paste/delete). Works with Xbox 360 controller / mouse / keyboard. Windows only, 1920x1080 resolution.
A (very) short overview video https://youtu.be/xRj3ejNMRns
Download and more details here https://github.com/nod5/RetroSave . Read the notes/issues before use.
I hope some here find it useful. Feedback welcome! I think of RetroSave as “feature request ware” - a working prototype that might convince the devs to make something like it into a native feature. 
I’ll monitor this thread and the github issues.
edits: [2017-06-02] verified compatibility with RetroArch stable 1.6.0