diff --git a/test/test_rb.py b/test/test_rb.py
index 03787d9f1f3..4243917c627 100644
--- a/test/test_rb.py
+++ b/test/test_rb.py
@@ -1232,6 +1232,35 @@ def test_slice_rng(self):
         c = rb.sample(32)
         assert (a != c).any()
 
+    def test_rng_state_dict(self):
+        state = torch.random.get_rng_state()
+        rb = ReplayBufferRNG(sampler=RandomSampler(), storage=LazyTensorStorage(100))
+        rb.extend(torch.arange(100))
+        rb._rng.set_state(state)
+        sd = rb.state_dict()
+        assert sd.get("_rng") is not None
+        a = rb.sample(32)
+
+        rb.load_state_dict(sd)
+        b = rb.sample(32)
+        assert (a == b).all()
+        c = rb.sample(32)
+        assert (a != c).any()
+
+    def test_rng_dumps(self, tmpdir):
+        state = torch.random.get_rng_state()
+        rb = ReplayBufferRNG(sampler=RandomSampler(), storage=LazyTensorStorage(100))
+        rb.extend(torch.arange(100))
+        rb._rng.set_state(state)
+        rb.dumps(tmpdir)
+        a = rb.sample(32)
+
+        rb.loads(tmpdir)
+        b = rb.sample(32)
+        assert (a == b).all()
+        c = rb.sample(32)
+        assert (a != c).any()
+
 
 @pytest.mark.parametrize(
     "rbtype,storage",
diff --git a/torchrl/data/replay_buffers/replay_buffers.py b/torchrl/data/replay_buffers/replay_buffers.py
index b8387f97ddd..7c3a2a950a4 100644
--- a/torchrl/data/replay_buffers/replay_buffers.py
+++ b/torchrl/data/replay_buffers/replay_buffers.py
@@ -23,6 +23,7 @@
     is_tensorclass,
     LazyStackedTensorDict,
     NestedKey,
+    TensorDict,
     TensorDictBase,
     unravel_key,
 )
@@ -269,7 +270,9 @@ def __init__(
             raise ValueError("dim_extend must be a positive value.")
         self.dim_extend = dim_extend
         self._storage.checkpointer = checkpointer
+        self.set_rng(generator=generator)
 
+    def set_rng(self, generator):
         self._rng = generator
         self._storage._rng = generator
         self._sampler._rng = generator
@@ -426,6 +429,9 @@ def state_dict(self) -> Dict[str, Any]:
             "_writer": self._writer.state_dict(),
             "_transforms": self._transform.state_dict(),
             "_batch_size": self._batch_size,
+            "_rng": (self._rng.get_state().clone(), str(self._rng.device))
+            if self._rng is not None
+            else None,
         }
 
     def load_state_dict(self, state_dict: Dict[str, Any]) -> None:
@@ -434,6 +440,12 @@ def load_state_dict(self, state_dict: Dict[str, Any]) -> None:
         self._writer.load_state_dict(state_dict["_writer"])
         self._transform.load_state_dict(state_dict["_transforms"])
         self._batch_size = state_dict["_batch_size"]
+        rng = state_dict.get("_rng")
+        if rng is not None:
+            state, device = rng
+            rng = torch.Generator(device=device)
+            rng.set_state(state)
+            self.set_rng(generator=rng)
 
     def dumps(self, path):
         """Saves the replay buffer on disk at the specified path.
@@ -477,6 +489,13 @@ def dumps(self, path):
         self._storage.dumps(path / "storage")
         self._sampler.dumps(path / "sampler")
         self._writer.dumps(path / "writer")
+        if self._rng is not None:
+            rng_state = TensorDict(
+                rng_state=self._rng.get_state().clone(),
+                device=self._rng.device,
+            )
+            rng_state.memmap(path / "rng_state")
+
         # fall back on state_dict for transforms
         transform_sd = self._transform.state_dict()
         if transform_sd:
@@ -499,6 +518,11 @@ def loads(self, path):
         self._storage.loads(path / "storage")
         self._sampler.loads(path / "sampler")
         self._writer.loads(path / "writer")
+        if (path / "rng_state").exists():
+            rng_state = TensorDict.load_memmap(path / "rng_state")
+            rng = torch.Generator(device=rng_state.device)
+            rng.set_state(rng_state["rng_state"])
+            self.set_rng(rng)
         # fall back on state_dict for transforms
         if (path / "transform.t").exists():
             self._transform.load_state_dict(torch.load(path / "transform.t"))
@@ -765,6 +789,12 @@ def __iter__(self):
 
     def __getstate__(self) -> Dict[str, Any]:
         state = self.__dict__.copy()
+        if self._rng is not None:
+            rng_state = TensorDict(
+                rng_state=self._rng.get_state().clone(),
+                device=self._rng.device,
+            )
+            state["_rng"] = rng_state
         _replay_lock = state.pop("_replay_lock", None)
         _futures_lock = state.pop("_futures_lock", None)
         if _replay_lock is not None:
@@ -774,6 +804,12 @@ def __getstate__(self) -> Dict[str, Any]:
         return state
 
     def __setstate__(self, state: Dict[str, Any]):
+        if "_rng" in state:
+            rng = state["_rng"]
+            if rng is not None:
+                rng = torch.Generator(device=rng.device)
+                rng.set_state(rng["rng_state"])
+                state["_rng"] = rng
         if "_replay_lock_placeholder" in state:
             state.pop("_replay_lock_placeholder")
             _replay_lock = threading.RLock()
@@ -1482,12 +1518,18 @@ def update_tensordict_priority(self, data: TensorDictBase) -> None:
 class InPlaceSampler:
     """A sampler to write tennsordicts in-place.
 
+    .. warning:: This class is deprecated and will be removed in v0.7.
+
     To be used cautiously as this may lead to unexpected behaviour (i.e. tensordicts
     overwritten during execution).
 
     """
 
     def __init__(self, device: DEVICE_TYPING | None = None):
+        warnings.warn(
+            "InPlaceSampler has been deprecated and will be removed in v0.7.",
+            category=DeprecationWarning,
+        )
         self.out = None
         if device is None:
             device = "cpu"