Every game that I play, I always end up creating multiple save slots for various reasons. Also, games like Ninja Gaiden allowed unlimited save slots, as many as the HDD allowed, save slots were limited to memcard sizes first and then to HDD size in newer gen or to some arbitrary power of 2 ( ~32) due to programming constraints.

Most games use checkpoint systems instead of save state system now a days (the F5-F9 is only seen in few FPSes now) but, every game that uses checkpoint allows you to manually select a level to play, after you’ve beaten the game once. I dont think, I’ve seen a game that doesnt provide a level selector after the game is beat.

The most recent game that did save system this bad was Dead rising. Its the only one I remember with really stupid save system. But from the talk in forums, it seems the PC version does have provision for more than one save slot. Also, every game with checkpoint system also has a “turn off auto-save” option. That way you can manually save game in the save slot you desire, whenever you want. Maybe you can play that way to prevent such things.