Hello folks. I just thought I'd share this with you since I do this for all of my games now. If you are a Linux or MacOS MAME user than this will get you a nice savestate map for all of the major levels and sections. This is helpful so you don't have to remember the F statestate is actually is.
In the root of your mame dir execute:
mkdir -p sta/ROM_NAME_HERE
For example, if it's ketsui, then it would be:
mkdir -p sta/ket
I'll be using ketsui for the remainder of this example. After that execute the following:
for loop in {1..2}; do for stage in {1..5}; do for section in beg mid boss; do touch sta/ket/stage-${loop}-${stage}-${section}.sta; done; done; done
Now, when you launch the game and you're at the beginning of 1-1, hit your key for starting a savestate, then select the entry stage-1-1-beg. Rinse and repeat for the following stage portions. After you finish the map, you can use your joystick to select the section of the game you'd like to practice. You can add arbitrary savestate entries in that ket/sta directory by using the touch command to generate additional files with the name of the desired entry.
Hope this helps : )