I really don't know what possessed someone to greenlight a project to turn a movie from the 70s into an NES game almost 20 years later, but they did, and that's what we have to live with.
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So, if you go to the password, and put in the name "CLYDE" as your password
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And start the game proper, you'll find out that you have lots of lives!
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And they don't go away when you screw up and the bad guys get the upper hand.
Which means this is just a long, slow slog to the end of the game, if you can stomach it for that long.