Every time that I open a file, almost all the layers in the first level appears expanded, even when the file was saved with these layers colapsed.
So, as I have a lot of layers and sublayers/groups, it is difficult to navigate to a specific location and I need to collapse layer by layer.
Are there some trick to force Illustrator to remember the layer status?
There is no way to force it. Illustrator simply does not remember hte collapse state of layers. Lord knows, I wish it would.
I've files 2 or 3 feature requests for this.... file yours too. The more Adobe gets the more likely it is to happen.
Same issue in CS 5 and many previous versions.
To ease it you can put all your layers into one master layer. After saving and reopening your file, Alt/Option Click the triangle on the left hand side of the master layer item in order to collapse or expand all sublayers inside the master layer.