[bluecalm]

Yes, for example no limit Rock Paper Scissors where you bet an arbitrary amount and your opponent might call or fold is a game that:

1)has infinitely many legal states/positions

2)imperfect information (another argument often used to argue that game is more complex)

And is:

3)dead simple to play optimally

It's also easy to design a board game with arbitrary number of legal positions that is dead simple to play optimally.