I wanna be the guy

Difficutly
There are four difficulty settings in the game: Normal, Hard, Very Hard, and Impossible. The main difference between the difficulties it the quantity of save points.

Walkthroughs
Adam Nelson is working on a walkthrough for the game. You can check out the latest version in this forum topic.

Neodraken has a full map of the game in this forum topic.

A list of the numerous video walkthroughs is maintained in this forum topic by catldr24.

UltraJMan has a let's play for this game in 50+ parts, the first part of which follows here:

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There's a rather impressive (though incomplete) run of the left side of the game on impossible mode by KyperTrast here:

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Completed in a 3-part video by tijitdamijit: pnllGJy7lSk