Where are you?
If you're looking for history of status changes for any particular ticket, take a look at audit log of SRM:Request record for that Service Request -- much like in already posted examples, there is a <View Audit Log> button on the bottom.
If you're looking for a list of status values of service request lifecycle, there a twelve predefined values for selection Status (7) on that form -- this can be inspected/altered from Developer Studio. Usually, process proceeds from smaller toward larger IDs, though loops or simply going back (e.g. to Pending) is possible.