PaterAlf: Giana Sisters - Rise of the Owlverlords
I had nearly all the diamonds in the sixth level (on hard difficulty) and then Giana was tuck in a wall. And of course there is no option to return to the last checkpoint. Instead I have to replay the whole level. I really hate it when stuff like this happens.
Isn't it annoying when you softlock like that?
I just beat the Wily Wars version of Mega Man 2. I note that there are some softlock possibilities in that game, mainly because there are certain parts where you need to use weapons with limited ammo to proceed. The boss of Wily 4 is a notorious example (you don't have enough ammo to destroy all the walls and kill the boss), but the final stage is also a problem; the final boss can only be hurt by one weapon (which has finite ammo; it's not the Arm Cannon), and there's no way to restore your weapon energy in the stage. If you don't have enough weapon energy, it is necessary to game over and try again (and there's no shortcut; you have to take enough damage to die until you run out of lives).
I remember one part in Mega Man 3 where you have to use the rush jet, and while there are some refills in that part of the game, they don't respawn if you die; hence a death in that part of the stage (or later) could leave you into a situation where game over is the only option. They really should have had health/energy refills respawn when you die. Mega Man 1 had the right idea here (though, of course, the Wily Wars version got rid of that).
Next up is Mega Man 3 on Wily Wars (actually Rockman Mega World, since I'm actually playing the Japanese version).
Incidentally, some games include a suicide button for cases where you get stuck; this includes Syoban Action (occasionally necessary on Mystery Dungeon mode, which doesn't guarantee being able to clear a level on any given life), I Wanna Be the Guy, and VVVVVV. Celeste has an option on the pause menu called "Retry" that kills you if used. The NES Zelda games (as well as Metroid) have a code (that requires a second controller) that has the same effect as getting a game over, allowing you to save the game.
Edit: And, interestingly, Wizardry 7 has a "Terminate Game" option during combat; if the battle is hopeless, choosing this potion will immediately kill the entire party.