Thanks for your answer! Unfortunately solution you provided does not work for me in retropie v3.0 (I guess it can work with some previous versions).
However thanks to link you provided I’ve found another solution. While in game you can push ‘select’ + X on gamepad (I use retrolink SNES USB retro pad, X is the top button), and Retroarch menu will appear. It’s possible to save/load games state within this menu.
I’ve added wiki post with the answer – thanks a lot! 🙂