^Thank you for that, thanks to using save states I was finally able to beat Castlevania IV!
Here's hoping that they'll implement this feature in an official firmware update- obviously it won't be perfect, but having it makes some games much more enjoyable for someone like me who doesn't have all the time in the world to master each game.
- Castlevania 4 is a difficult game? don't go playing the NES ones. 
- After you get past a certain age, you realize it's not about the destination but the ride. These classic games are still awesome to play whether you ever finish them or not, this is why I personally have spent so much of what little money I make on classic consoles.
But I'm not critizing you though, to each his own. Save states are tons of fun for many different reasons.
I'm going through the Castlevania games in order of release, so yes, I beat the 3 NES/Famicom games but also using save states. Just 100% Rondo of Blood on my PC Engine (no save states used there). I have no issues with using them, if I didn't I would never complete these games, and I would probably just curse the game out and never play them again. I make no apologies about using them, I'm not trying to prove anything to anyone. I'm just trying to play the games, enjoy them, and complete them because I want to go on to the next one. And with so many thousands of games I want to play, this is the only way I can feasibly get through them. So if you are against using them, all the power to you. But for me, I'm just trying to enjoy my gameplay time, because I have an extremely limited time now that I can devote to playing games and I have so many to go through.