What's the hatdest nes era game you've beaten without save states? Hardest ones I've completed are Castlevania 3, Super Mario Bros 2 (Lost Levels), and Zelda 2: The Adventure of Link
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SMT Strange Journey and Persona Q, both in expert mode.
Rockman 2 in hard mode. (JP version of Megaman 2)
My bad i didn’t read NES. In that case Shin Megami Tensei 2 and Romancing Saga 3