Like in Metroid (again), there are save rooms, and if you die once, it's Game Over.

HoD and AoS also have a "Sleep" function that can be used at any time from the menu screen. When you use it, the game automatically ends, and you can turn the GBA off, do whatever, and then pick up where you left off, with the Sleep file automatically deleting itself once you begin again. In HoD, loading a Sleep file places you in the last save room you visited, but in AoS, they improved it so it places you in the precise room where you used the Sleep function.