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.
So, if you go to the password, and put in the name "CLYDE" as your password
And start the game proper, you'll find out that you have lots of lives!
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.