CryoPID
I wish I could remember where I recently heard about CryoPID. This is super-awesome.
CryoPID consists of a program called freeze that captures the state of a running process and writes it into a file. The file is self-executing and self-extracting, so to resume a process, you simply run that file.
It works astonishingly well. (I bet it will be tempting for people who like to cheat at video games...)