There doesn't seem to currently be support for an mpd state file. On another distro, in my mpd config I would have a line like this:
state_file "~/.config/mpd/state"
and it would basically keep all the songs I had played before in its temporary playlist. Currently if I restart mpd, this gets wiped. You can visually look at it via ncmpcpp in the main window. Anything that you put there goes away after an mpd restart.