Super Mario Land, being an early Game Boy title, does not feature an in-game save system. This means that once you turn off your Game Boy, your progress is lost. The game is designed to be played through in a single sitting, or at least in segments where you are prepared to lose progress.

However, there is a limited form of 'continue' system. If you get a Game Over, you will be given the option to 'Continue' from the beginning of the world you were currently in. For example, if you get a Game Over on World 2-3, you can continue from World 2-1. You will start with 3 lives. This is a helpful feature, but it still means you'll have to replay stages within a world if you run out of lives.
Given the lack of a permanent save, here are some strategies to manage your progress:
- Play in dedicated sessions: Set aside enough time to complete at least an entire world, or even the whole game if you're skilled.
- Focus on collecting lives: Prioritize collecting coins (for 1-ups) and hearts to maximize your chances of completing the game without a Game Over.
- Practice difficult levels: If you're struggling with a particular stage, consider replaying it from the beginning of the world to practice without the pressure of losing all your progress.
- Emulators with save states: If you're playing on an emulator, you can utilize save states to save your progress at any point. While not part of the original game experience, it can be a convenient way to enjoy the game in shorter bursts.
Embrace the challenge of the single-session design; it's part of the classic Game Boy experience!