dtgreene: Actually, Ys III: Wanderers of Ys (at least the SNES version) let you save anywhere. When you reload, most enemies on the screen will be gone, but there were some exceptions (which once resulted in a situation where I died immediately after game over, resolved only when I managed to open the menu and equip a Shield Ring).

I wouldn't be surprised if both Ys IVs let you save anywhere, and I don't know about Ys V.

(Note that Oath in Felghana is not the same as Ys III; the save system is one of the many aspects in which these two games differ.)