example of how to retain classes for StateMachine util

FSMInjector.as

public function FSMInjector( fsm:XML, commandMap:ICommandMap ){
  this.fsm = fsm;
  this.commandMap = commandMap;
}

public function addClass( value:Class ):void{
  if( !validateIsCommand( value ) )
    throw new Error ("not a command")
}

protected function createState( stateDef:XML ):State{
  // ... do all normal stuff 
  
  // map command any way you want 
  commandMap.mapEvent( stateDef.@entered, getDefinitionByName( stateDef.@cmdClass ) );
 			
  return state;
}

implementation.as

var fsmInjector:FSMInjector = new FSMInjector( FSMData, commadMap );
fsmInjector.addClass( MyFirstCommand);
fsmInjector.addClass( MySecondCommand );
fsmInjector.inject( stateMachine );

This is just a suggestion, written from the top of my head. This probably wont work straight ofrf, but it will give you an idea.
The addClass method does not need to have any code implemented, it is simply a conceit to get the classes to be compile in the place where some body looking at your code in a years time would go looking for it.

In this example I suggest that you could do a bit of reflection to check that it has an execute() method, though the CommandMap will do this for you, so the idea is a bit redundant.