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Do hacks expect you to use "save state"

I'm pretty new to ROM hacks. I've played Super Mario Around the World and I'm currently playing another, which I've forgotten the name of by now (Jump, I think). In both games I've encountered parts that are unreasonably difficult, which is fine, but I've found that checkpoint placement to be just absurd.

I feel like, if I'm going to be facing some insanely difficult part of a level, there ought to be a checkpoint before and after it, so I don't have to play up to it every time I want to try it (as it will undoubtedly take me a 1000 tries) or beat it again after dying later in the level. But in both games, there are these very long stretches of levels that contain a (or sometimes multiple) ridiculously hard challenges, yet they offer no checkpoints at any point.

I'm wondering, is this because in the ROM hack world it is assumed that you will be using save state and the ROM hacker created the level with that in mind or is the challenge to not die for so long part of the intended difficulty?

At times it feels to me like the former, but these games DO feature checkpoints, so since they DO have them at some points, it seems to follow that if they wanted you to be able to continue from before a certain challenging part they would have put a checkpoint there.

I feel like using "save state" is cheating and I want to maintain the integrity of my play, but some extremely challenging and long parts being devoid of check points feels like the dev intended you to use "save state." Is this assumed in ROM hacks?
The short answer is: no, but it's perfectly fine if you want to use them to make your own experience enjoyable.

Most hacks don't expect you to use a save state nor do level creators make the assumption that the player will save state when creating hacks/levels. Both hacks you've mentioned are in the Very Hard category on here, so you may be overextending yourself as someone new to playing hacks and encountering challenges that will be less difficult for someone with more experience–JUMP certainly has a few.

It's worth mentioning that frequent check-pointing is not a feature of the base Super Mario World; unless a hack goes out of its way to add code to enable multiple checkpoints, it's only ever going to have the default single midway per level–there are also many hacks that pre-date that resource even being available.
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Generally speaking, modern SMW hacks are made with the intention to be played in real time, that is, without savestates. Although nothing stops you from using them if you'd like to.

Since you're new, some of these hacks may seem absurd, but the SMW hacking community has been around for a while, and as such, hackers and players have had a long time to develop their skills. So often what you will find here is what a lot of people are comfortable playing, even if that means challenging themselves.
This is especially true with kaizo hacks, which are intentionally made to be difficult and push the game (and the player) to its limits.

While many hacks are intended to be pretty tough, there are also many others that are intended to be more approachable for all kinds of players. SMW Central has a difficulty rating system to indicate that in hacks.
The two hacks you mentioned, "New Super Mario World 2: Around The World" and "JUMP" are labelled as "Standard: Very Hard", which indicates that they will generally take a lot of time and effort to beat.

As a new player, you may want look for hacks labelled as "Standard: Normal", and maybe "Standard: Hard". Those will provide a more approachable difficulty for you to start playing.
(Note: You may also see hacks labelled as "Kaizo: Beginner". Keep in mind that kaizo is inherently a style of design that tends to be more demanding from the palyer, so despite being labelled as "beginner", those may not be a good place to start if you don't intend to get into kaizo specifically).
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Majority of difficulty, No (I still use anyway).

There is Kaizo Tool-Assisted & Pit which encourage the usage.
I agree with what the others say, it's not bad that you use save states, the creators of the levels will not require you to if you use them. I admit that I also use them when I'm in trouble, many professional Kaizo players do not use them (even when they play standard hacks) since they want to show how skilled they are. They use save states. Now when a part is unfairly impossible or is blocked, I would advise you to try hacks a little easier than the normal standard category and when you feel a little skilled try the hard category.
The question has been mostly answered, but might as well weigh in my two cents. When the original kaizos were released, it was primarily expected of you to play them with savestates, especially in the more difficult sections. If you watch a video from pre-2012, you may notice that the majority of LPers used savestates en mass until they passed a certain section. The idea of savestates in all kaizos, easy or hard, was born there, to judge your ability.

Now, with the advent of retry, I'd say at least 90% of kaizo hacks don't require savestates, so you can fail as many times as you want until you succeed. Also don't worry about using savestates even in the easiest kaizos. Nobody's going to say "haha you suck", as you have your own way of playing a hack.
If there is a level that was too absurd to complete it was in New Super Mario World 2: Around the World.

I've already played it three times, with the first being on a Wii SNES emulator, and the 3rd on a Phone.

The first time i was very inexperienced with SMW so I abused the SaveStates like it was a Mashing game.

The 3rd one was Insufferable and used a lot of savestates because I was playing on a phone.

What stands out is the 2nd time i played it. Since I only used savestates in TWO levels.

Which ones, well, those were (obviously) the last level (Because i was just running out of time before i had to stop playing) and the other one... 16-3. THAT LEVEL WAS A NIGHTMARE THE THREE TIMES I PLAYED IT. I just couldn't beat that, worst part of all is when i finally beat the struggle, one worse came... the cheep cheeps.
Fly to your dreams, like your hack.

My hack Demo is finally available here. (Currently paused)
Speaking from my perspective as a SMWhackrom creator, I designed every single one of my hacks to be played WITHOUT save states, I even go as far to put resources that the player can use to cheese the game or make it easier if they find some sections to be too dificult during the main campaign, such as powerup&1up farming areas and on my recent hacks I implemented a dynamic dificulty system that gives the player more powerups if they're struggling.



Now, speaking of other people hacks I personally think the majority of the smw hacks are designed to be played WITHOUT save states too, but there are a few factors that end up making them too dificult for a new player.

Most of the creators here already played SMW to death - This means that at this point their skills improved and the original game is too easy for them, so they end up making harder games that fit their sense of dificulty now, also important to notice that when a persona creates a game they know everything about it, they know how to avoid every obstacle,what strategies to use, etc, so at the end of development their own hack will end up feeling easy for them, even if they can be nightmarish dificult for other people.

Outdated save system from the original game - lots of hacks arbitrarily follow this outdated system for no reason by giving the player the option to save only after a castle/ghosthouse, this is especially common on older smw hacks, this system is pretty much a begginer's trap that dont allow newer/casual players to enjoy the game as much, it was already annoying on the original game dificulty and it just gets exarcerbated the more dificult a game is.

The "midway point limitation" - What I mean with this is, the original game was programmed and designed with the limitation of 1 checkpoint per level, you can check on Lunar Magic if you wish it will give you an option for 1 checkpoint per level and thats it. this means that the professionals at Nintendo made the levels with this limitation in mind being careful and following some self imposed rules to make the game with the dificulty curve they wanted.
SMW romhacks have to deal with this 1 checkpoint per level limitation too, however the creators can make the levels as hard as they want and as long as they want, and giving most creators are expert SMW players, its easy to end up with very dificult levels that are just made more frustrating when the player have to deal with this limitation.
Of course nowadays that are resources creators can use to circunvent this limitation, such as the multiple midway points & retry patches, but not everyone know how to use them and they arent compatible with some of the other resources available at the site.

And lastly, some SMW hacks are just designed with specific groups of people in mind, that means the hack will feel right on point for that group but not for others.
Check out my profile to see a list of SMW Hacks I made and where to find the latest and best version of them.
Thanks for playing and have fun!
Clique no meu perfil para encontrar a lista de minhas hacks feitas até o momento.
The curse of every experienced SMW hacker is to find SMW way too easy, so the easiest we can make is already way too hard. I'd say that is the case with the hacks mentioned in the OP.

With that said, there are definitely a lot of hacks out there that clearly lacked toolless testing and are in fact quite unreasonable, or are intentionally made to be extremely challenging and gruesome to beat.

(Sorry if I'm repeating other posts, I haven't read them.)