It's less good when the state machine traversal is only known at run time. Necessarily you can only capture the errors at run time, so you get less benefit. You can wrap the states in an enum, but then the enum needs to implement the interface of every state. In that pattern though, you do get the benefit that the enum level dispatcher has to properly obey the types' interface, so you get lots of confidence that the runtime errors will be correct (or at least, an error will happen if the state is called incorrectly).

Still, it's a great pattern that I use as often as I can!