Cave Story

Walkthroughs
There's a full interactive walkthrough on verflaxia.net.

There's also a very good walkthough by ReroRero (Local Mirror 5th Jan '08) hosted on the Miraigamer fansite. That site also has a dedicated walkthrough page, which includes a number of full walkthroughs as well as hacking guides and speedrun guides.

The following video from the Doukutsu uploader shows a speedrun of the hell stage in 2 minutes and 17 seconds, which may be of interest to anyone else planning to do this:

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