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It's not explicitly part of the design pattern, but normally a facade fronts a service. Services are stateless, so I would be surprised to see a facade that did have state. That having been said, you could mingle some controller concepts with a facade and have state (for example, a facade that accepts a series of web page responses, ala a wizard, that then forwards an entire coarse-grained service request).
As DCMinter indicated, it depends on what you are trying to do. Don't think in terms of patterns. Think in terms of goals. Don't create new tiers in your architecture until they are merited. (Sadly, the Deepak Alur's J2EE patterns book has encouraged far too many projects to adopt an onion-like structure where most of the tiers are coded only for consistency sake rather than to meet any actual requirement. No offense to Mr. Alur.).