State management and its use in diverse applications varies widely across big data processing systems. This is evident in both the research literature and existing systems, such as Apache Flink, Apache Samza, Apache Spark, and Apache Storm. Given the pivotal role that state management plays in various use cases, in this survey, we present some of the most important uses of state as an enabler, discuss the alternative approaches used to handle and implement state, propose a taxonomy to capture the many facets of state management, and highlight new research directions. Our aim is to provide insight into disparate state management techniques, motivate others to pursue research in this area, and draw attention to some open problems.