My understanding is that you want to encode a graph, where the nodes are states and the edges are transitions, and where every edge is labelled with a character. Is that correct?
The dull but practical answer is to have a object for each state, and to encode the transitions in some little structure in that object.
The simplest one would be an array, indexed by character code: that's as fast as it gets, but not naturally space-efficient. You can make it more space efficient by using a sort of offset, truncated array: store only the part of the array which contains transitions, along with the start and end indices of that part. When looking up a character in it, check that its code is within the bounds; if it isn't, treat it as a null edge (or an edge back to the start state or whatever), and if it is, fetch the element at index (character code - start). Does that make sense?
A more complex option would be a little hashtable, which would be more compact but slightly slower. I would suggest closed hashing, because collision lists will use too much memory; linear probing should be enough. You could look into using perfect hashing (look it up), which takes a lot of time to generate the table but then gives collision-free lookup. The generation process is quite complex, though.
A clever approach is to use both arrays and hashtables, and to pick one or the other based on the number of edges: if the compacted array would be more than, say, a third full, use it, but if not, use a hashtable.
Now, something a bit more radical you could do would be to use arrays, but to overlap them - if they're sparse, they'll have lots of holes in, and if you're clever, you can arrange them so that the entries in each array lines up with holes in the others. That will give you fast lookups, but also excellent memory efficiency. You will need some scheme for distinguishing when a lookup has found something from when it's found an empty slot with some other state's transition in, but i'm sure you can think of something.