Both the User Guide (Booch, Rumbaugh, and Jacobson 1999) and the Reference Manual (Rumbaugh, Jacobson, and Booch 1999) have more information on state diagrams. Real-time designers tend to use state models a lot, so it's no suprise that Douglass (1998) has a lot to say about state diagrams, including information on how to implement them.
If you use state diagrams heavily, you should read the discussion in Cook and Daniels (1994). Although there are differences in semantics between statecharts at that time and those in the UML, the authors do go into detailed issues that you should be aware of if you are using state diagrams.