The time delay involved between sampling and obtaining measurements of certain quality variables is a common scenario in various process applications. Further, this delay is not fixed and can vary for various reasons. Moreover, certain measurements may be sampled at irregular time intervals. The state estimation algorithms available in the literature have been developed for the scenario where the measurements are sampled regularly or are available after a fixed time delay. In this work, a recursive moving window Bayesian state estimator formulation is proposed to utilize such measurements with variable time delays to compute the state estimates. The length of the moving window ensures that the algorithm utilizes all the available measurements (delayed or otherwise) for computing the state estimates. In practice, it may also become necessary to account for the physical bounds on the states. A constrained version of the moving window recursive state estimator is also developed to yield state estimates that are consistent with their respective bounds and constraints. The efficacy of the unconstrained moving window state estimator is demonstrated by application on the benchmark Tennessee Eastman simulation case study and an experimental two-tank heater−mixer setup, while the efficacy of the constrained moving window state estimator is demonstrated by simulation of a benchmark gas-phase batch reactor system.