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the_dengle said:

Here's an idea. Suppose you have three save files.

Save to file 1 just before fighting Mewtwo. Catch Mewtwo. Save to file 2. Load file 1. Catch Mewtwo. Save to file 3. Trade Mewtwo to file 2. Load file 1. Catch Mewtwo. Save to file 3. Trade Mewtwo to file 2. Load file 1...

Infinite Mewtwo exploit.

I don't think anyone means being able to save one game in multiple different files, more being able to create more then one profiles like Zelda.