Game progression[edit]
Rambo is a fairly linear game, in that you will progress from one section of the game to the next. Once you proceed from one section to another, it is impossible to return to a previous section. However, while you are in that section, you are generally free to move about through it any way that you like until you complete certain objective. It is not possible to move on to the next section without completing certain objectives, sometimes in a particular sequence. Completing these objectives can alter the paths available to Rambo, or change the way certain screens connect to one another.
Continuing[edit]
There are two ways to continue. The first is by dying and selecting "Continue" from the resulting Game Over screen. By doing so, you will return to the location where you last spoke with someone. Your health will be restored to the amount you head when you spoke with them, but your experience points and weapons will match what you had when you died. The other way is to collect a password and enter it from the main menu on the title screen. To obtain a password, push 
any time when you are in the middle of a dialog with someone. This will bring up the status screen containing your inventory along with a password at the bottom of the screen. Write these passwords down very carefully, making sure to note the difference between similar looking characters, such as 1 (one) and l (lower case L), 0 (zero) and capital O, 5 (five) and capital S, etc. When you enter this password from the title screen, you will pick up from the same place where this dialog occurred.