In AZ, I am "required" to have 3 PE references, two of which have to be registered in the field that I want to be registered in. Needless to say, working in an industry-exempt area, I do not have that many AZ PE supervisors to use as references. What I do have is one WA PE supervisor, licensed in my field; one previous AZ PE who was licensed in my field until he decided to let his renewal lapse, two non-PE supervisor references, and 1 AZ PE coworker as a personal reference who is licensed in a different field.
If you read the fine letter of the law, there are usually exceptions to the "required" references, as Sean stated above. The tough part is reading through all the legal-eze of the rules and regulations of licensure, which you should do anyway prior to getting your registration.
Even if your state doesn't have exceptions, submit an application anyway, all you can loose is the application fee.
--Scott
For some pleasure reading, the Round Table recommends FAQ731-376