  Closed string physical states are BRST cohomology classes computed on the
space of states annihilated by $b_0^-$. Since $b_0^-$ does not commute with the
operations of picture changing, BRST cohomologies at different pictures need
not agree. We show explicitly that Ramond-Ramond (RR) zero-momentum physical
states are inequivalent at different pictures, and prove that non-zero momentum
physical states are equivalent in all pictures. We find that D-brane states
represent BRST classes that are nonpolynomial on the superghost zero modes,
while RR gauge fields appear as polynomial BRST classes. We also prove that in
$x$-cohomology, the cohomology where the zero mode of the spatial coordinates
is included, there is a unique ghost-number one BRST class responsible for the
Green-Schwarz anomaly, and a unique ghost number minus one BRST class
associated with RR charge.
