Here's something small I've played around with today while at university. I thought I'd publish it before I forget about it.

From the README:
The functional finite-sate machine library (short: ffsmlib) is a small library for modelling finite-state machines. It is written in Scala (http://scala-lang.org/).
ffsmlib is mainly a toy without any real applications right now.

The code: http://github.com/hbraun/ffsmlib/tree/master
The download: ffsmlib-0.1.zip

This is a source-only release. If you want to use it for something, I suggest just copy the files into your project.

Update: Updated the URL of the code repository.