That's a very good question. As I've mentioned in other threads, the REST support in Rails is superlative - but that doesn't mean it's perfect. Statelessness is probably one of the hardest of the constraints to meet in a web framework, and though it's possible to keep your application stateless in Rails it's still difficult.
Rails does offer some features that help, though, like cookie-based sessions - but those features come with (sometimes considerable) problems.
subject: How Rails handles the stateless communication?