How to create New States with animation clips on an Animator Controller ?

Is there a way to create (and destroy) New States by code and add those new states to an animator controller? for example: I have a player with an Animator Controller with just "Idle" and "Walk" Animations and I want to play an Animation Clip that it's stored in a variable and then return to the Idle or Walk Animation.
I know I can just create that state with that clip before playing but I really want to know how to play animations without having to create a state for them previously.