The "state" in the Memento is the state you save for later retrieval. It's something like a bookmark. For example, you can save a video position and then return to that position using the Memento pattern. (States are saved in the Caretaker participant.)
The "states" in the State Design pattern are like those found in state machines (or state engines). They act like a larger context where each state has a finite set of moves. So if you're in the "On" state, your options are to stay in the "On" state or change to the "Off" state. (State patterns do not have conditional statements!)
For PHP examples of both see:
http://www.php5dp.com/category/design-patterns/memento/
and
http://www.php5dp.com/category/design-patterns/state/