There are several items in the game that are "lost forever" - that is, if you fail to obtain them the first time, you can no longer get them without starting a new game.
The best method to avoid losing an item forever is to save your game before attempting to collect them. If you mess up, you can just reload your game and try again. The item only becomes lost if you fail, and then save over your game file.
Confirmed Lost Forever Items
- Ice blocks (Graveyard of the Giants C-1): If the pedestals are used in the wrong order, the ice block becomes stuck in C-1 instead of falling to C-2. You can still get through the area with double-jump, though.
- Super Cobra ROM and Map (Temple of the Sun C-1): When you enter the small chamber below the grail tablet, the ladder disappears until a puzzle is solved. If you use the Grail to escape without solving the puzzle, the chamber becomes permanently inaccessible.
- Chain Whip (Inferno Cavern A-3: Each rock platform remains permanently in place once raised. If you fail to get on the first platform, or fall off before collecting the Chain Whip, it is impossible to get back up without raising the other rock platform (which seals off the chest). (This becomes unimportant if you obtain the Mace later, but that chest will remain unopened.)
- Mace (Tower of the Goddess C-4}: If you fail to solve the scales puzzle correctly in the Room of Gems and Scales.
- Life Jewel (Dimensional Corridor D-1}: If you kill the Dragon sub-boss in D-2, you can no longer use him as a platform to reach D-1. You can still possibly get up by being knocked back by an enemy, but it's much more difficult.
- Angel Shield (Dimensional Corridor B-3): If you defeat all eleven sub-bosses, you cannot light all three torches. While the enemies do respawn if you move two screens right or one screen down, killing them again does not light an additional torch. However, it can be cleared in as little as two mini boss fights.
- Everything in Shrine of the Mother: Once you defeat all eight Guardians, the field permanently transforms into the True Shrine of the Mother. The only item that can still be reached after the transformation is the Death Seal. (Note that the Diary and Crystal Skull are required to defeat Tiamat and are in no danger of being lost, and the Grail transfer point and Map are useless after the transformation anyways. The only important items are the Life Jewel and ROMs.)
- Hell Temple: You need to do the full process for unlocking Hell Temple in one go. If you screw something up, you have to reload and try again from the beginning.