Alex Kidd in Miracle World

Every time you come to a shop be sure to purchase any items you don't have (that you have the money for). Additionally, there are some items you need to pick up along the way:

Stage 11 - You need to rescue your brother first. He is located in a room located to the top-right room of the castle. When you find him, punch the pink blocks from right to left (Star, Waves, Fish) in order to unlock the cage. From his room, come back the way you came, until you get to the room with the suspended platform and the spikes on the ground. Jump down the hole, then up the blocks to obtain the letter.

Stage 14 - Once you talk to the king, be sure to pick up the item to the left of him before you progress.

Stage 16 - Once you defeat Janken, be sure to pick up the item he drops.