These saves here to help you accomplish whatever it is you are attempting to do as a means of a shortcut.
There are all sorts of challenges and hidden secrets in Cave Story and that is one of the things that makes Cave Story so great. Below is a massive collection of Save Games at your disposal for those interested in reloading a save to get to a point in the game with different items or weapons, or to perhaps see a different ending, to experiment with speed runs and other interesting feats, such as running through deadly corridors or places where enemies are all around you where your character only has a maximum health of 3 HP to do it with.