Design an asynchrounous application

Hi all,
I have to design an asynchronous application. There are many instances of my application Object which does some work and leaves the control of the Execution Thread waiting for some asynchronous event. One obvious way is to store the state which I was in before leaving the Execution Thread so that I can act accordingly when I get the events. This can be modelled on State Pattern, but this way I will have to create a new State every time I make an asynchronous call.
One more requirement is these states can change very frequently, that is, this design must be extensible. Last but not the least, this is a Telecom Application, hence, performance is an absolute must.
I could not think of some elegant way to do this. Please help, are there any design patterns describing such an intent?
Thanx
Fasih

Thanx for the response...
What's your 'application Object'?My application object is the call object and other state objects that store the state of the call that has come to the system... In simple terms it can be called a
CallConnection object
Or you could just use wait/notify.I cannot use a notify/wait mechanism because of the fact that the number of call objects active can run into thousands in the least.... as such to create so many threads is definitely a suicide....
>
This can be
modelled on State Pattern, but this way I willhave
to create a new State every time I make an
asynchronous call.
One more requirement is these states can changevery
frequently, that is, this design must beextensible.
Last but not the least, this is a Telecom
Application, hence, performance is an absolutemust.
Another thing you could do is add a hook method on
your 'application Object' that's called whe the event
is processed and store the state in your 'application
Object'.I use a hook method... but that is the problem.... it becomes clumsy to mantain the code....
What I am looking for is a clean / scalable and a high performance model that i can use
thanx
fasih

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