Congratulations on your first thread!
For me it's a game called Sphinx and the Cursed Mummy for the Gamecube (it's also available on other systems). There is a save point about half-way through the game. In the same room as the save point is an open door. If you save at this savepoint, and 1) turn off the system or 2) die later on without saving again at another checkpoint, the open door through which you could walk is now permanently closed. No further progress is possible.
This happened to me, and it was heartbreaking. I never started over, but maybe I should go back and give it another try.










