`sample` equivalent but including states

Sometimes I want both the samples and the states rather than just the states. Of course this can be achieved by just using the iterator interface explicitly, or a callback, but it's a bit inconvenient to have to write this every time.

Would it make sense to introduce a sample_with_states method or simply a keyword argument to sample, e.g. include_states::Bool, specifying whether or not to also include the states in the return-value (I'm more in favour of just calling save!! with tuple (sample, state) rather than changing than returning having the kwarg making it so that we instead return samples, states at the end).

Thoughts?

Start by reading the existing sample iterator and callback interfaces, then inspect how save!! handles the (sample, state) tuple. Compare the proposed sample_with_states method with the include_states keyword option and define one consistent return behavior for collecting both samples and states.