diff --git a/equinox/nn/_stateful.py b/equinox/nn/_stateful.py
index d1f6bf5c..a8b413b1 100644
--- a/equinox/nn/_stateful.py
+++ b/equinox/nn/_stateful.py
@@ -18,6 +18,17 @@
 _T = TypeVar("_T")
 
 
+class _Sentinel(Module):
+    """A module for sentinels that can be passed dynamically."""
+
+    pass
+
+
+# Used as a sentinel in two ways: keeping track of updated `State`s, and keeping track
+# of deleted initial states.
+_sentinel = _Sentinel()
+
+
 class StateIndex(Module, Generic[_Value], strict=True):
     """This wraps together (a) a unique dictionary key used for looking up a stateful
     value, and (b) how that stateful value should be initialised.
@@ -43,10 +54,10 @@ def __call__(self, x: Array, state: eqx.nn.State) -> tuple[Array, eqx.nn.State]:
     [`equinox.nn.BatchNorm`][] for further reference.
     """  # noqa: E501
 
-    # Starts off as an `object` when initialised; later replaced with an `int` inside
+    # Starts off as None when initialised; later replaced with an `int` inside
     # `make_with_state`.
     marker: Union[object, int] = field(static=True)
-    init: _Value
+    init: Union[_Value, _Sentinel]
 
     def __init__(self, init: _Value):
         """**Arguments:**
@@ -70,11 +81,6 @@ def _is_index(x: Any) -> bool:
     return isinstance(x, StateIndex)
 
 
-# Used as a sentinel in two ways: keeping track of updated `State`s, and keeping track
-# of deleted initial states.
-_sentinel = object()
-
-
 _state_error = """
 Attempted to use old state. Probably you have done something like:
 ```
@@ -117,13 +123,13 @@ def __init__(self, model: PyTree):
         leaves = jtu.tree_leaves(model, is_leaf=_is_index)
         for leaf in leaves:
             if _is_index(leaf):
-                if leaf.init is _sentinel:
+                if isinstance(leaf.init, _Sentinel):
                     raise ValueError(
                         "Do not call `eqx.nn.State(model)` directly. You should call "
                         "`eqx.nn.make_with_state(ModelClass)(...args...)` instead."
                     )
                 state[leaf.marker] = jtu.tree_map(jnp.asarray, leaf.init)
-        self._state = state
+        self._state: Union[_Sentinel, dict[object | int, Any]] = state
 
     def get(self, item: StateIndex[_Value]) -> _Value:
         """Given an [`equinox.nn.StateIndex`][], returns the value of its state.
@@ -136,11 +142,11 @@ def get(self, item: StateIndex[_Value]) -> _Value:
 
         The current state associated with that index.
         """
-        if self._state is _sentinel:
+        if isinstance(self._state, _Sentinel):
             raise ValueError(_state_error)
         if type(item) is not StateIndex:
             raise ValueError("Can only use `eqx.nn.StateIndex`s as state keys.")
-        return self._state[item.marker]  # pyright: ignore
+        return self._state[item.marker]
 
     def set(self, item: StateIndex[_Value], value: _Value) -> "State":
         """Sets a new value for an [`equinox.nn.StateIndex`][], **and returns the
@@ -158,11 +164,11 @@ def set(self, item: StateIndex[_Value], value: _Value) -> "State":
         As a safety guard against accidentally writing `state.set(item, value)` without
         assigning it to a new value, then the old object (`self`) will become invalid.
         """
-        if self._state is _sentinel:
+        if isinstance(self._state, _Sentinel):
             raise ValueError(_state_error)
         if type(item) is not StateIndex:
             raise ValueError("Can only use `eqx.nn.StateIndex`s as state keys.")
-        old_value = self._state[item.marker]  # pyright: ignore
+        old_value = self._state[item.marker]
         value = jtu.tree_map(jnp.asarray, value)
         old_struct = jax.eval_shape(lambda: old_value)
         new_struct = jax.eval_shape(lambda: value)
@@ -194,7 +200,7 @@ def substate(self, pytree: PyTree) -> "State":
         A new [`equinox.nn.State`][] object, which tracks only some of the overall
         states.
         """
-        if self._state is _sentinel:
+        if isinstance(self._state, _Sentinel):
             raise ValueError(_state_error)
         leaves = jtu.tree_leaves(pytree, is_leaf=_is_index)
         markers = [x.marker for x in leaves if _is_index(x)]
@@ -218,7 +224,7 @@ def update(self, substate: "State") -> "State":
         As a safety guard against accidentally writing `state.set(item, value)` without
         assigning it to a new value, then the old object (`self`) will become invalid.
         """
-        if self._state is _sentinel:
+        if isinstance(self._state, _Sentinel):
             raise ValueError(_state_error)
         if type(substate) is not State:
             raise ValueError("Can only use `eqx.nn.State`s in `update`.")
@@ -239,7 +245,7 @@ def __repr__(self):
         return tree_pformat(self)
 
     def __tree_pp__(self, **kwargs):
-        if self._state is _sentinel:
+        if isinstance(self._state, _Sentinel):
             return text("State(~old~)")
         else:
             objs = named_objs(
@@ -258,7 +264,7 @@ def __tree_pp__(self, **kwargs):
             )
 
     def tree_flatten(self):
-        if self._state is _sentinel:
+        if isinstance(self._state, _Sentinel):
             raise ValueError(_state_error)
         keys = tuple(self._state.keys())  # pyright: ignore
         values = tuple(self._state[k] for k in keys)  # pyright: ignore