Is there any way you can save at any time during the game? If so, how?
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You can't, one of the draw-backs of this game.
If you want to save whenever, save at least 5 star coins for when you want to shut off your system, that way you aren't forced to continue playing.
You can! Though you have to beat the last world... BUT when you do beat the game, "Save" is added to the pause menu on the level selection screen.
The only way you can save is by buying something for 5 coins then save or beating a castle and then save
After you beat the game however you can save after each level
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