Think about the boundaries of your system.  If you think about the human brain as a single system, then it has many subsystems that are in different states because the visual system cannot be in the same state as the motor system (and both of these have a number of subsystems).  If you define your system at the level of the brain, then it has one state at any given moment, and that state is the unique combination of the states of all active subsystems plus the less active subsystems.  Systems are always defined by their boundaries.

So the brain is not in more than one state. 

Remember too that labels such as "state" or "system" are defined by scientists to create a common language with which to describe and discuss natural phenomena.  Therefore, both terms are delimited by our definition.  In the future, someone may come up with a better, more insightful way of thinking about/talking about what we now refer to as systems and states that does not have the same limits at the terms as we currently use them.  In other words, systems don't necessarily have states, but the term state is one that we currently use to refer to the present configuration of a system that gives rise to a particular emergent phenomenon.

To move forward, figure out what phenomenon you are interested in understanding and then find the boundaries and configuration of subsystems that define the system that you are interested in.

A physical object or "system" can have a variety of causal dispositions or be in a variety of dispositional states simultaneously. Something may be both fragile (in a state that disposes it to shatter) and soluble (in a state that disposes it to dissolve).

Some people believe that intentionality, traditionally thought of as a (or the) mark of the mental, is a mark of physical causal dispositions or causal powers:

U. T. Place, “Thirty Years On—Is Consciousness Still a Brain Process?”, Australasian Journal of Philosophy 66 (1988); “Intentionality as the Mark of the Dispositional”, Dialectica 50 (1996).

George Molnar, Powers: A Study in Metaphysics (Oxford: Oxford University Press, 2003)

If physical dispositional states can indeed be likened as suggested to intentional mental states such as beliefs or desires, then physical systems per se could be in different physical states similarly to the way in which physical systems that are brains can be in different mental states.

Ernesto,

thank you for the stimulation,

I wonder if your question does not stem from the fact that so-called "mental states" (quite difficult to define with precision) are some sort of a best fit to define states that can fluctuate in a continuum (are they discrete mental states?). Hence, like for meteorological forecasts, several issues can be proposed in the same time.

To me, this multiplicity relates to how - and why - one aims at considering these states as different from one another, instead of dynamic fluctuating hybrids.