The present paper gives an abstract method to prove that possibly embedded eigenstates of a self-adjoint operator $H$ lie in the domain of the $k$'th power of a conjugate operator $A$. Conjugate means here that $H$ and $A$ have a positive commutator locally near the relevant eigenvalue in the sense of Mourre. The only requirement is $C^{k+1}(A)$ regularity of $H$. Regarding integer $k$, our result is optimal. Under a natural boundedness assumption of the multiple commutators we prove that the eigenstate dilated by $\exp(i\theta A)$ is analytic in a strip around the real axis. In particular, the eigenstate is an analytic vector with respect to $A$. Natural applications are dilation analytic systems satisfying a Mourre estimate, where our result can be viewed as an abstract version of a theorem due to Balslev and Combes, [3]. As a new application we consider the massive Spin-Boson Model.