Halsafar released PS3 FCEU v1.1. In this released he has worked on zip support and added State save support! Here is what was added to the readme. Remember FCEU supports 480p, 720p, and 1080p for your TV.

CONTROLS IN ROM MENU
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L2+L3 – State Load
R2+R3 – State Save

EXPLANATION OF SETTINGS MENU
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Current save state slot – Toggle FCEU save state slot.

Download it here or put it straight on your PS3 using the Homebrew Manager

Exciting times in the land of PS3 Homebrew. Check out what Halsafar had to say:

The PS3 Scene World, is building very fast, and today we announce the brand-new opening of the NES building for all those to enjoy!

Finally FCEU for PS3 is ready for release. The updates will come often now.

Supports: 480, 720, 1080P at either 4:3 or 16:9 aspect ratio.
Not yet supported but to be desired: SRAM and state saving.

Please visit: https://code.google.com/p/fceu-ps3/

Reports bug and feature requests: https://code.google.com/p/fceu-ps3/issues/list

Special thanks:

– To the snes9x-ps3 team (TheMaister, Squarepusher64 and myself shinhalsafar).

Get it via the Homebrew Manager or Download FCEU (NES Emulator) here