A macro state is just a single sate that represents other multiple states (an alias if you like). Commonly, this would be things like initialisation/finalisation where (for example) the Init state could be an alias for Load Settings, Clear Display and then Set Window Position etc. But the term isn't limited to SMs , Excel has "Macro recording", for example, which will assign a single command to a number of operations that you do and will"replay" them back when executed (either by hitting a hot-key or explicitly running the macro)