Clash at Demonhead/Route 18

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Highlights

 * A letter arrives near the right exit.

Description
Assuming you entered from the right side, you will be greeted by a large hopping enemy and a missile that drops when you pass beneath it. When you jump up to the first ledge, you'll find a letter. Someone calling themselves Pandar says they have your girlfriend captured on. With no other choice, you must continue to the left. As you approach the water, you'll encounter more missiles and more large hopping enemies.

Just below the bridge by the edge of the water, you can collect two gold bars. Then you must start crossing the bridge over the water. Along the way, you'll encounter another set of large hopping enemies, more of the missiles that fall when you pass beneath them, as well as some heat seeking missiles. When you reach the middle of the bridge, you may not be able to jump over the gaps without Power Boots, but there's only a few, so you can drop in the water as long as your power meter has plenty of bars. Keep going to the left until you reach the exit.

Game walkthrough
From here, advance to.