Please correct me if I am wrong, but all the examples you cite are about hiding mutable state using monads.
1. Non deterministic computation -> remembering last value of m and n. I assume you are talikng pseudo random generators here.
2. error handling with Maybe -> remembering last value or Nothing. Almost like passing along a single error code variable.
3. continuations -> Remember what state your computation variable and PC were last at.
If I am seeing this wrong, then I will be happy to take a second look at monads :)
If you don't understand why "monads are programmable semi-colons", take that second look. See also the list monad; the key is not the "storing in a list" but the way it does "nondeterministic computations".
This is why I also point out the list monad; fully understanding that is necessary to be sure you understand monads. I have seen numerous "monad" implementations in $YOUR_FAVORITE_LANGUAGE that can't do the list monad correctly because they can do 0 and 1 applications of a function, but can't correctly do arbitrarily many, because the people implementing the Monad interface didn't actually understand the interface. (In fact when I see such an implementation the first thing I look for now is the list monad, and so far of the four or five I've seen only one has gotten it right.)
All you've done is listed alternative ways of implementing things, which is obviously possible in a range of paradigms (albeit with semantics that are usually harder to reason about in an imperative setting).
When I say nondeterministic computation I do not mean PRNGs. I mean "give me all possible solutions to the N-queens problem". I mean "solve this sudoku puzzle with no explicit loop". Constraint solvers. Some classes of search algorithm. Proof systems. That kind of nondeterministic computation.
You'll probably respond claiming all this is state. Sure, fine, whatever makes you happy. Everything in programming is state. Everything is also lambda calls. Everything is Horn clauses. You can think about these in some very low level dungeon but that doesn't mean you ought to.