I think most of the clones (DSB, RTC, and CSBwin anyway) support something close to savestates but don't let you reload as easily.
You can save the game pretty much anywhere, but you can only reload after dying.
Are you talking about memory snapshots? Steem can do memory snapshots, but it's an emulator, not a clone. You'll only be able to play DM/CSB, so no custom dungeons.
OK I found my old folder containing my Dungeom Master for MS-DOS. Using DosBOX, I can use save/load states! DOXBox is awesome by the way. Has lot's of cool features. All I'm wondering now, is whether or not there are any editors for the DOS version of DM, ie DMute, "DM Editor", etc?