I see this in iWork 08, is it the case for everything else?
It all depends on how each app is developed. It's a safe bet that Apple would implement this feature on most of the apps included in OS X as well as the iWork and iLife apps.
I would argue that another question just as important is which third-party apps have this feature. Not every third-party app that runs on Snow Leopard has Resume automatically when executed in Lion. This is a case-by-case situation, on which third-party app developers have to modify how their apps handle individual documents. Sometimes they have to make minor modifications, sometimes it may involve more complicated changes.
The same goes for all the other major document management features in Lion (such as Versions).
Hope this helps.