Oh, that shit's everywhere. There's a lot of save statism in those (shows hardcore in the Super Mario Bros. 3 one) but it's pretty cool. Usually gamers just rehearse the levels over and over until they know the fastest way to plow through it. I got a Big Boss rank in MGS2 cause I played it so much, and Fox in MGS3. Megaman games I can finish no problem, haha.
Speed runs = fun. They show the most in Metroid games.