Topic: What Neo Geo games allow control options and "game over" saving?

I just got Shock Troopers 2nd Squad today and was disappointed to find out that it offers neither of those features. By contrast, my earlier (and so far only) Neo Geo game bought from the Wii Shop Channel, Ninja Masters, has both of these. So could you help me out here? Tell me which ones have these features and, for elimination purposes, which ones don't.
It doesn't have to end there though. How about bringing up the ones that have game over saving but no control options and vice versa as well?
This won't necessarily affect my purchase decisions, but it'll keep me from being disappointed.

I only have three NeoGeo games on the Virtual Console:

1.) Magician Lord
2.) Metal Slug
3.) Blue's Journey

"Magician Lord" and "Metal Slug" both have Memory Card save. Blue's Journey doesn't have memory card save but it has unlimited continues. For control options I don't remember, that usually doesn't concern me too much.

My difficulty assessment
------------------------------------------

• Magician Lord is pretty hard to beat. Though there is the memory card save, the last level is hell because you have to beat all 7 mid-bosses and the final boss in a row. If you lose your three lifes, you start again at the beginning of the stage and have to do it all over again.
  Difficulty Rating (8 out of 10)
• Metal Slug is easy to beat because you have the memory card save and four continues. It gets extremely chaotic at the end but with 5 lives, Easy-Mode and 4 Continues it's no problem to see the credits.
  Difficulty Rating (2 out of 10)
• Blue's Journey gets very cluttered at the end (like Metal Slug) but it's easy to play it through because there are unlimited continues. You have to beat the game in one sitting but it's not too long so it's doable without any problems. The first time I needed 20 continues, my best try was with 3 continues. There are multiple paths through the game so multiple playthroughs are advisable if you want to see it all.
  Difficulty Rating (2.5 out of 10)

In all fighting games the save only saves the character who you lost. It doesn´t save your high scores or modified options (like controls, music, language, etc).

Sigh I know. I keep setting the controls and entering the boss codes every time I start Ninja Masters. It's not too much trouble though, and the main reason I bought these games for the Virtual Console so I could play them without breaking the law once in a while or paying over $400 in hardware.

@apowes: Yes. All other emulators allow the "suspension save".

A nice feature. I wonder why it's not for the N64 or Neo Geo ports.

In the case of N64, one reason is probably the console's comparatively large RAM. At 4MB (or 8MB for Expansion-Pak games), that's a lot of extra Blocks eaten.