The thing is, at some point you're going to have to code the 'what happens next' process. It may make sense though to add a do_next_thing method to your state class and then write:

sub TicketState::New::next_action { 'send_ticket_to_supervisor' }

sub TicketState::Pending::next_action { 'send_to_editorial_group' }

sub TicketState::do_next_thing {
    my $self = shift;
    my $action = $self->next_action;
    $self->$action(@_);
}
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By doing things this way you get to give meaningful names to the individual actions handled by a state, but still have a simple dispatch system that simply calls $ticket->do_next_action on every ticket it dispatches.

If you're using the state simply to control the flow of an object through a system and you've not got other state dependent behaviour then you can probably get away with having a single state class and a handy dandy config file but I don't think I'd recommend starting out with one.