I did a similar thing with ninja gaiden a few years back using savestates, I could never get past the 'final' boss, little did I know there were actually another 2 bosses after that and if you die on one, you go all the way back to the start of the level
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Its only taken me about 10 years to understand the water jug riddle in Die hard with a Vengeance. My brain takes a while, but it gets there in the end
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