By entering a code, I think. That was certainly the case with Golden Sun/Golden Sun 2 anyway, if you wanted to bring over your stats from the first game into the second. The downside there though was the length of the code and the method to input it means it'll take a good 15-20 minutes to do it But in both GS and Zelda's cases, these are recent games, so perhaps this idea of splitting a game across multiple units is a recent one, maybe made realised it was possible when CDs came about, because you could now (or rather, had to) store the data seperate from the game information itself. I suppose the idea of using codes wasn't conceived so long ago