I use them extensively for Appointment Reminder. In addition to modeling the business logic pretty intuitively (particular types of input can cause an appointment to go from :scheduled to :confirmed, :confirmed appointments should not generate additional reminder calls but :scheduled ones should, etc), they're virtually indispensable for doing Twilio applications. I'll have more to say about that at TwilioConf (and will probably post my presentation afterwards). If you do not model call state with a state machine, anything more complicated than "Hit 1 to talk to sales, hit 2 to talk to support" turns into an ugly ball of spaghetti code with lots of sharp edges, poor testability, and crushing amounts of technical debt getting in the way of maintaining or extending anything.
After I got more comfortable with actually using them for real work (as opposed to "cute toy from CS class"), I started seeing FSMs everywhere I looked in my projects.
For one thing, they make analytics a lot easier to slot into your system. For example, I record the fact of interesting events like e.g. purchases and send it off to KissMetrics or internal analytics stuff for graphing/reporting/auditing/etc. That gets done in my controllers, and it results in a whole lot of duplicative code which I often forget to write. (It's easy to miss that e.g. if I credit somebody manually for a purchase that should count as a purchase, even though it is under admin functions rather than the purchasing pathway. After all, if I forget to write that log code, all that happens is my stats get silently borked.)
This could get fairly easily solved by having the logging code aware of the change in the user's status, which is about three lines if you have a state machine, and won't put the logging logic in 12 different places in your app or cause you to have to pollute the user model with a big ol' case statement of doom. Plus, if you want to log more stuff, you naturally go into the log logic and make it do more things when the right events bubble to it, rather than chasing down a) who "owns" the event or b) where the event happens.