A zone's state remains on the file system when a zone is removed:
$ cascade zone remove e1.net
Removed zone e1.net
$ ls -l zone-state/e1.net.db
-rw------- 1 jpm jpm 6222 Nov 28 12:33 zone-state/e1.net.db
I also note, but this might be on purpose so as to re-use keys, that the key files and their configuration also remain in place.